powfutures130513 {etrm}

Closing prices for power futures contracts at trading date 2013-05-13

Description

A synthetic dataset containing the closing prices and other attributes of 38 power futures contracts.

Usage

powfutures130513

Format

A data frame with 38 rows and 5 columns:

Include

boolean variable to determine if contract should be included in forward curve calculation

Contract

the name of the futures contract

Start

delivery start date for the futures contract

End

delivery start date for the futures contract

Closing

the futures contract closing price