powpriors130513 {etrm}

Example priors at trading date 2015-05-13

Description

An example of two simple priors for forward market price to be used with powfutures130513

Usage

powpriors130513

Format

A data frame with 3885 rows and 3 columns:

Date

vector of dates ranging from 2013-05-13 to final end date of contracts in powfutures130513

trig.prior

a simple smooth trigonometric prior describing power price seasonality

mod.prior

a trigonometric prior adjusted for typical calendar effects