Quantitative Methods for Electricity Trading and Risk Management
eBook - PDF

Quantitative Methods for Electricity Trading and Risk Management

Advanced Mathematical and Statistical Methods for Energy Finance

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Quantitative Methods for Electricity Trading and Risk Management

Advanced Mathematical and Statistical Methods for Energy Finance

Book details
Table of contents
Citations

About This Book

This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.

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Yes, you can access Quantitative Methods for Electricity Trading and Risk Management by S. Fiorenzani in PDF and/or ePUB format, as well as other popular books in Economics & Macroeconomics. We have over one million books available in our catalogue for you to explore.

Information

Year
2006
ISBN
9780230598348

Table of contents

  1. Cover
  2. Quantitative Methods for Electricity Trading and Risk Management Advanced Mathematical and Statistical Methods for Energy Finance
  3. Contents
  4. List of Tables
  5. List of Figures
  6. Introduction
  7. Part I Distributional and Dynamic Features of Electricity Spot Prices
  8. Part II Electricity Spot Price Stochastic Models
  9. Part III Electricity Derivatives: Main Typologies and Evaluation Problems
  10. Part IV Real Asset Modeling and Real Options: Theoretical Framework and Numerical Methods
  11. Part V Electricity Risk Management: Risk Control Principles and Risk Measurement Techniques
  12. Bibliography
  13. Index