Energy Pricing Models: Recent Advances, Methods, and Tools
Autor Marcel Prokopczuken Limba Engleză Hardback – 17 dec 2014
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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
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