Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multivariate Constrained Robust M-Regression for Shaping Forward Curves
  in Electricity Markets   In this paper, a multivariate constrained robust M-regression (MCRM) method
is developed to estimate shaping coefficients for electricity forward prices.
An important benefit of the new method is that model arbitrage can be ruled out
at an elementary level, as all shaping coefficients are treated simultaneously.
Moreover, the new method is robust to outliers, such that the provided results
are stable and not sensitive to isolated sparks or dips in the market. An
efficient algorithm is presented to estimate all shaping coefficients at a low
computational cost. To illustrate its good performance, the method is applied
to German electricity prices.

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The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
3
The categories of this paper are: physics
31
The categories of this paper are: ao-sci
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The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
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The categories of this paper are: nucl-ex
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The categories of this paper are: q-bio
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The categories of this paper are: math-ph
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The categories of this paper are: nlin
0
The categories of this paper are: hep-ph
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The categories of this paper are: quant-ph
33
The categories of this paper are: plasm-ph
29
The categories of this paper are: funct-an
2
The categories of this paper are: math