• On the Construction of Hourly Price Forward Curves for Electricity Prices 

      Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun (Journal article; Peer reviewed, 2018)
      There are several approaches in the literature for the derivation of price forward curves (PFCs) which distinguish among each other by the procedure employed for the derivation of seasonality shapes, smoothing technique ...