Electricity Derivatives PDF Download
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Author | : René Aïd |
Publisher | : Springer |
Total Pages | : 107 |
Release | : 2015-01-14 |
Genre | : Mathematics |
ISBN | : 3319083953 |
Download Electricity Derivatives Book in PDF, ePub and Kindle
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
Author | : Peter C. Fusaro |
Publisher | : Energy Publishing Enterprises dba |
Total Pages | : 288 |
Release | : 2000 |
Genre | : Business & Economics |
ISBN | : 0970222807 |
Download Energy Derivatives Book in PDF, ePub and Kindle
The new finanacial markets for energy trading are growing globally. Financial derivatives now influence energy price formation for oil, gas and electricity. The power of the Internet is driving these global changes more rapidly and adding more price volatility. This book is the second of three books on energy trading and risk management written by best selling author Peter C. Fusaro. It covers the key new markets of emissions trading, weather driving, electronic energy trading, bandwidth trading and electricty and gas trading in Europe.
Author | : Dragana Pilipovic |
Publisher | : McGraw Hill Professional |
Total Pages | : 530 |
Release | : 2007-08-13 |
Genre | : Business & Economics |
ISBN | : 0071594477 |
Download Energy Risk: Valuing and Managing Energy Derivatives Book in PDF, ePub and Kindle
The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions. The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more
Author | : Steve Stoft |
Publisher | : |
Total Pages | : 68 |
Release | : 1998 |
Genre | : Commodity futures |
ISBN | : |
Download Primer on Electricity Futures and Other Derivatives Book in PDF, ePub and Kindle
Author | : United States. Congress. Senate. Committee on Energy and Natural Resources |
Publisher | : |
Total Pages | : 96 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : |
Download Financial Derivatives on Energy Markets Book in PDF, ePub and Kindle
Author | : Chris Harris |
Publisher | : John Wiley & Sons |
Total Pages | : 550 |
Release | : 2006-05-18 |
Genre | : Business & Economics |
ISBN | : 0470011580 |
Download Electricity Markets Book in PDF, ePub and Kindle
Understand the electricity market, its policies and how they drive prices, emissions, and security, with this comprehensive cross-disciplinary book. Author Chris Harris includes technical and quantitative arguments so you can confidently construct pricing models based on the various fluctuations that occur. Whether you?re a trader or an analyst, this book will enable you to make informed decisions about this volatile industry.
Author | : T. James |
Publisher | : Springer |
Total Pages | : 553 |
Release | : 2002-12-03 |
Genre | : Business & Economics |
ISBN | : 1403946043 |
Download Energy Price Risk Book in PDF, ePub and Kindle
Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it comprehensively covers the full spectrum of the energy complex, including crude oil, petroleum products, natural gas, LPG/LNG and electricity. Using many worked examples, this book offers practical insights and solutions.
Author | : Les Clewlow |
Publisher | : Twayne Publishers |
Total Pages | : 246 |
Release | : 2000 |
Genre | : Derivative securities |
ISBN | : 9780953889600 |
Download Energy Derivatives Book in PDF, ePub and Kindle
Author | : Fred Espen Benth |
Publisher | : World Scientific |
Total Pages | : 352 |
Release | : 2008 |
Genre | : Business & Economics |
ISBN | : 981281230X |
Download Stochastic Modelling of Electricity and Related Markets Book in PDF, ePub and Kindle
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives.This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. Ornstein?Uhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice.
Author | : Petri Mäntysaari |
Publisher | : Springer |
Total Pages | : 621 |
Release | : 2015-05-06 |
Genre | : Law |
ISBN | : 3319165135 |
Download EU Electricity Trade Law Book in PDF, ePub and Kindle
This book aims to describe the mechanisms of the internal wholesale electricity market in terms of the legal tools and practices used by electricity producers, the most important market participants. In this regard, the focus is on Northwestern Europe. Because of the book’s functional perspective, it is not limited to the external regulation of electricity markets at the EU level and also describes the business models and practices employed by electricity producers. Both the physical and financial marketplaces are examined and topics including electricity supply, balancing, transmission and derivatives are covered. The target for the completion of the EU’s internal electricity market was 2014. The internal wholesale electricity market is very important not only for electricity producers, suppliers and major end consumers but also for network operators, marketplace operators, electricity technology firms, investment firms and market regulators.