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Energy Modelling and the Management of Uncertainty
Applications in Risk Management and Investment
CONTENTS
Introduction
1. Selecting Stochastic Processes for Modelling Electricity Prices
Blake Johnson and Graydon Barz of Stanford University
2. Pricing Options in the Power Markets
Kamal Hamdan of PG&E Energy Trading
3. Fundamentals of Electricity Derivatives
Alexander Eydeland and Hélyette Geman of Southern Company Energy Marketing and University Paris IX Dauphine / ESSEC
4. Pricing, Modeling and Managing Physical Power Derivatives
Corwin Joy of Positron Energy Consulting
5. Valuing Power and Weather Derivatives on a Mesh Using Finite Difference Methods
Craig Pirrong and Martin Jermakyan of Olin School of Business, Washington University and ElectraPartners.com
6. Modelling Energy Prices and Derivatives using Monte Carlo Methods
John Putney of National Power, PLC
7. Fuel Based Power Price Modelling
Roman Kosecki of Southern Company Energy Marketing
MODELLING AND MARKET REALITIES
8. The Importance of Market Structure and Incentives in Determining Energy Price Risk
Giulio Federico and Adam Whitmore of London Economics
9. Trading & Asset Strategies in Bid-Based Markets
Jeffrey D. Roark of Southern Energy, Inc
10. Relating Risk Management Strategy to Modelling Uncertainties in the Nordic Power Markets
Jonas Kollberg, Jörgen Elf, Peter Wigert, Frans Lundquist, Erling Mork and Alexander Cho of ABB Financial Energy and ABB Financial Consulting
11. Getting What You Pay For: Managing Risks Through Contract Technology
Catherine Flax and John Woodley of Morgan Stanley
Panel byEllen Lapson of Fitch IBCA
Panel by Paul Pantano and Daryl Rice of McDermott, Will & Emery
Glossary
Index
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Add Energy Modelling and the Management of Uncertainty, A core reference on reference title on variation and modelling techniques- and market actualities. Written in a clear and accessible style by leading quantitative researchers and energy risk management practioners in the liberalising energy markets. Relat, Energy Modelling and the Management of Uncertainty to the inventory that you are selling on WonderClubX
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Add Energy Modelling and the Management of Uncertainty, A core reference on reference title on variation and modelling techniques- and market actualities. Written in a clear and accessible style by leading quantitative researchers and energy risk management practioners in the liberalising energy markets. Relat, Energy Modelling and the Management of Uncertainty to your collection on WonderClub |