Energy Trading and Risk Management R package etrm version 1.0.1 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) 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>. Software Depends: R (>= 3.5.0) Imports: ggplot2, reshape2, methods Suggests: testthat, knitr, rmarkdown, markdown Anders D. Sleire <sleire@gmail.com> Comprehensive R Archive Network (CRAN) Anders D. Sleire MIT + file LICENSE (https://CRAN.R-project.org/package=etrm/LICENSE) 2021-06-23 application/tgz https://CRAN.R-project.org/package=etrm doi:10.32614/CRAN.package.etrm