etrm
Energy Trading and Risk Management
Description
Provides a collection of functions to perform core tasks within Energy Trading and Risk Management (ETRM). Calculation of maximum smoothness forward price curves for electricity and natural gas contracts with flow delivery, as presented in F. E. Benth, S. Koekebakker, and F. Ollmar (2007) <doi:10.3905/jod.2007.694791> and F. E. Benth, J. S. Benth, and S. Koekebakker (2008) <doi:10.1142/6811>. Portfolio insurance trading strategies for price risk management in the forward market, see F. Black (1976) <doi:10.1016/0304-405X(76)90024-6>, T. Bjork (2009) <https://EconPapers.repec.org/RePEc:oxp:obooks:9780199574742>, F. Black and R. W. Jones (1987) <doi:10.3905/jpm.1987.409131> and H. E. Leland (1980) <http://www.jstor.org/stable/2327419>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
Check History
NOTE 11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
WARNING 11 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Anders D. Sleire <sleire@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Anders", "D."),
family = "Sleire",
role = c("aut", "cre"),
email = "sleire@gmail.com")
as necessary.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jun 23, 2021. Releases before tracking aren’t shown.