powcal {etrm}R Documentation

Historical daily closing prices for 11 calendar year power futures contracts

Description

A synthetic dataset containing the closing prices and other attributes of 11 power futures contracts for calendar year delivery for 2006 - 2016.

Usage

powcal

Format

A data frame with 3253 rows and 12 columns:

Date

the trading date

CAL-06

the closing price for the 2006 futures contract

CAL-07

the closing price for the 2007 futures contract

CAL-08

the closing price for the 2008 futures contract

CAL-09

the closing price for the 2009 futures contract

CAL-10

the closing price for the 2010 futures contract

CAL-11

the closing price for the 2011 futures contract

CAL-12

the closing price for the 2012 futures contract

CAL-13

the closing price for the 2013 futures contract

CAL-14

the closing price for the 2014 futures contract

CAL-15

the closing price for the 2015 futures contract

CAL-16

the closing price for the 2016 futures contract


[Package etrm version 1.0.1 Index]