Solar-weighted vs. unweighted DA H/L

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Last week we were travelling to Norway, this week we’ll look at the situation in Germany. Variety is the spice of life.

I want to focus on the DA High-Low (H/L) spread here. Let’s compare the development of the (‘raw’) DA H/L spread to the enwex-weighted DA H/L spread.

Weather-weighted swapping (Variability Swaps V.)