Quantitative Methods for Electricity Trading and Risk Management - Advanced Mathematical and Statistical Methods for Energy Finance

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.

Sommario

Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management

Info autore

STEFANO FIORENZANI is responsible for quantitative research in the Strategy Department of Edison Spa in Milan, Italy. He holds a PhD in mathematical Finance and has worked for several years as a Quantitative Analyst and Researcher in the Italian energy sector and financial industry. He has several publications in Energy Risk Management and is a regular speaker at academic and professional conferences. Moreover, he has collaborated with prestigious universities such as University of Milan Bicocca, Italy and Athens University of Economics and Business, Greece.

Riassunto

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.

Dettagli sul prodotto

• Autori: S Fiorenzani, S. Fiorenzani, Stefano Fiorenzani
• Editore: Springer Palgrave Macmillan
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 01.01.2016
• EAN: 9781349522217
• ISBN: 978-1-349-52221-7
• Pagine: 181
• Dimensioni: 155 mm x 10 mm x 235 mm
• Peso: 305 g
• Illustrazioni: XIII, 181 p. 184 illus.
• Serie: Finance and Capital Markets; Finance and Capital Markets Series; Finance and Capital Markets Series
• Categorie: Scienze sociali, diritto, economia > Economia > Economia politica; B, Investment Banking, Corporate Finance, macroeconomics, Financial Services, risk management, Securities, Macroeconomics and Monetary Economics, Macroeconomics/Monetary Economics//Financial Economics, Management & management techniques, Business Finance, Monetary Economics, Management science, Investments and Securities, Investment & securities, Palgrave Economics & Finance Collection, Business enterprises—Finance