Energy pricing models : recent advances, methods, and tools

著者

    • Prokopczuk, Marcel

書誌事項

Energy pricing models : recent advances, methods, and tools

edited by Marcel Prokopczuk

Palgrave Macmillan, 2014

  • : hardcover

大学図書館所蔵 件 / 全3件

この図書・雑誌をさがす

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Following the liberalization of global energy markets, the world has witnessed a substantial growth in energy commodity trading. Moreover, prices and volatilities have significantly increased, partly due to geopolitical crises, but mostly resulting from increased participation of financial investors. Such newfound interest in energy markets has spawned greater demand for state-of-the-art models and methods necessary to understand the challenges related to trading and risk management. Energy Pricing Models showcases original cutting-edge research to best illustrate the latest advances and future implications of trading in energy markets. Prokopczuk assembles an all-star team of leading academics and practitioners in order to provide a well-balanced analysis of the topic. This work is required reading for market practitioners wishing to gain greater insight into the field, as well as academics and researchers interested in learning more about the latest developments from an applied perspective.

目次

  • Table of Contents 1. Efficient Pricing of Energy Derivatives
  • Anders B. Trolle 2. A Supply and Demand Based Energy Pricing Model
  • Takashi Kanamura 3. Joint Dynamics of American and European Oil Prices
  • Gamze Celik, Karl Frauendorfer, and Florentina Paraschiv 4. Energy Spread Modelling Using Copulas
  • Sjur Westgaard 5. Modeling and Estimating Electricity Futures: A Non-Gaussian Market Model Approach
  • Enzo Fanone 6. Hourly Resolution Forward Curves for Power: Statistical Modeling Meets Market Fundamentals
  • Michael Coulon, Christian Jacobsson, and Jonas Stroejby 7. Modeling Price Spikes in Electricity Markets the Impact of Load, Weather, and Capacity
  • Rangga Handika, Chi Truong, Stefan Truck, and Rafa? Weron 8. Indifference Pricing of Weather Futures Based on Electricity Futures
  • Fred Espen Benth, Stephen Ebbeler, and Rudiger Kiesel

「Nielsen BookData」 より

詳細情報

ページトップへ