Cantitate/Preț
Produs

Energy Pricing Models: Recent Advances, Methods, and Tools

Autor Marcel Prokopczuk
en Limba Engleză Hardback – 17 dec 2014
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.
Citește tot Restrânge

Preț: 67655 lei

Preț vechi: 79594 lei
-15% Nou

Puncte Express: 1015

Preț estimativ în valută:
12949 13496$ 10779£

Carte tipărită la comandă

Livrare economică 04-18 ianuarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781137377340
ISBN-10: 1137377348
Pagini: 292
Ilustrații: XVIII, 273 p.
Dimensiuni: 140 x 216 x 19 mm
Greutate: 0.41 kg
Ediția:2014
Editura: Palgrave Macmillan US
Colecția Palgrave Macmillan
Locul publicării:New York, United States

Cuprins

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 Ströjby 7. Modeling Price Spikes in Electricity Markets the Impact of Load, Weather, and Capacity; Rangga Handika, Chi Truong, Stefan Trück, and Rafa? Weron 8. Indifference Pricing of Weather Futures Based on Electricity Futures; Fred Espen Benth, Stephen Ebbeler, and Rüdiger Kiesel

Notă biografică

Fred Espen Benth, University of Oslo, NorwayGamze Celik, Cantonal Bank of Zurich, SwitzerlandMichael Coulon, University of Sussex, UKStephan Ebbeler, Independent ResearcherEnzo Fanone, Energetic Source SPA of Renova Group, ItalyKarl Frauendorfer, University of St. Gallen, SwitzerlandRangga Handika, Universitas Indonesia, IndonesiaChristian Jacobsson, Alpiq, SwitzerlandTakashi Kanamura, Kyoto University, JapanRüdiger Kiesel, University Duisburg-Essen, GermanyFlorentina Paraschiv, University of St. Gallen, SwitzerlandJonas Ströjby, Nordea Bank, DenmarkAnders B. Trolle, École Polytechnique Fédérale de Lausanne, SwitzerlandChi Truong, Macquarie University, AustraliaStefan Trück, Macquarie University, AustraliaRafa? Weron, Wroc?aw University of Technology, PolandSjur Westgaard, Norwegian University of Science and Technology, Norway