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Author : George Levy
Publisher : Emerald Group Publishing
Page : 344 pages
File Size : 41,51 MB
Release : 2018-12-10
Category : Computers
ISBN : 1787439569
The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models.
Author : Alexander Eydeland
Publisher : John Wiley & Sons
Page : 506 pages
File Size : 36,39 MB
Release : 2003-02-03
Category : Business & Economics
ISBN : 0471455873
Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power
Author : Dragana Pilipovic
Publisher : McGraw Hill Professional
Page : 530 pages
File Size : 41,63 MB
Release : 2007-08-13
Category : Business & Economics
ISBN : 0071594477
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 : Levy
Publisher :
Page : pages
File Size : 19,33 MB
Release : 2018
Category :
ISBN : 9781787544222
Author : Markus Burger
Publisher : John Wiley & Sons
Page : 316 pages
File Size : 21,38 MB
Release : 2008-04-30
Category : Business & Economics
ISBN : 9780470725467
Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models.
Author : Glen Swindle
Publisher : Cambridge University Press
Page : 499 pages
File Size : 44,99 MB
Release : 2014-02-17
Category : Business & Economics
ISBN : 1107036844
This book surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The book will provide readers with the analytical foundation required to function in modern energy trading and risk management groups.
Author : Wenyuan Li
Publisher : John Wiley & Sons
Page : 345 pages
File Size : 34,95 MB
Release : 2005
Category : Technology & Engineering
ISBN : 047163168X
"Risk Assessment of Power Systems closes the gap between risk theory and real-world application. As a leading authority in power system risk evaluation for more than fifteen years and the author of a considerable number of papers and more than fifty technical reports on power system risk and reliability evaluation, Wenyuan Li is uniquely qualified to present this material. Following the models and methods developed from the author's hands-on experience, readers learn how to evaluate power system risk in planning, design, operations, and maintenance activities to keep risk at targeted levels."--BOOK JACKET.
Author : George Levy
Publisher : Emerald Group Publishing
Page : 344 pages
File Size : 35,79 MB
Release : 2018-12-10
Category : Computers
ISBN : 178743527X
The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models.
Author : Mohammad Shahidehpour
Publisher : John Wiley & Sons
Page : 552 pages
File Size : 48,68 MB
Release : 2003-05-28
Category : Technology & Engineering
ISBN : 0471463949
An essential overview of post-deregulation market operations inelectrical power systems Until recently the U.S. electricity industry was dominated byvertically integrated utilities. It is now evolving into adistributive and competitive market driven by market forces andincreased competition. With electricity amounting to a $200 billionper year market in the United States, the implications of thisrestructuring will naturally affect the rest of the world. Why is restructuring necessary? What are the components ofrestructuring? How is the new structure different from the oldmonopoly? How are the participants strategizing their options tomaximize their revenues? What are the market risks and how are theyevaluated? How are interchange transactions analyzed and approved?Starting with a background sketch of the industry, this hands-onreference provides insights into the new trends in power systemsoperation and control, and highlights advanced issues in thefield. Written for both technical and nontechnical professionals involvedin power engineering, finance, and marketing, this must-haveresource discusses: * Market structure and operation of electric power systems * Load and price forecasting and arbitrage * Price-based unit commitment and security constrained unitcommitment * Market power analysis and game theory applications * Ancillary services auction market design * Transmission pricing and congestion Using real-world case studies, this timely survey offers engineers,consultants, researchers, financial managers, university professorsand students, and other professionals in the industry acomprehensive review of electricity restructuring and how itsradical effects will shape the market.
Author : GARP (Global Association of Risk Professionals)
Publisher : John Wiley & Sons
Page : 140 pages
File Size : 11,77 MB
Release : 2008-11-10
Category : Business & Economics
ISBN : 0470421908
GARP's Fundamentals of Energy Risk Management introduces investors to the basic components and some of the basic terminology used in the energy industry. It covers the commodity cycle, energy use and sources, and various risk types, various energy products and the markets where energy is traded. It also introduces certain risk management fundamentals and real option thinking. The book is GARP's required text used by risk professionals looking to obtain their Certificate in Energy Risk Management.