Research Catalog

Title

Quantitative methods for electricity trading and risk management : advanced mathematical and statistical methods for energy finance / Stefano Fiorenzani.

Author

Fiorenzani, Stefano.

Publication

Basingstoke [England] ; New York : Palgrave Macmillan, 2006.

Items in the Library & Off-site

Holdings

Details

Description

xiii, 181 p. : ill.; 25 cm.

Summary

This comprehensive book presents an accessible guide to Risk Management and Trading applications for the Electricity Markets in a practical manner. Various methodologies developed over the last few years are considered and current literature is reviewed. Fiorenzani emphasizes the relationships between trading, hedging and generation asset management. With its clear structure and well researched text, this is an invaluable asset to Investment Professionals, Research Analysts, Energy CEO's and Risk Management Professionals. It would also be an invaluable text for postgraduates in energy finance.

Series Statement

Finance and capital markets

Uniform Title

Finance and capital markets.

Subject

• Banking
• Electric utilities > Mathematical models
• Electric utilities > Mathematical models
• Elektriciteitsbedrijven
• Energy industries & utilities
• Industry
• Investment & securities
• Kwantitatieve methoden
• Risk management > Mathematical models
• Risk management > Mathematical models
• Risk management
• TECHNOLOGY & ENGINEERING > Electrical
• Termijnhandel

Bibliography (note)

• Includes bibliographical references (p. 176-178) and index.

Processing Action (note)

• committed to retain

Contents

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.

ISBN

• 1403943575 (cloth)
• 9781403943576

LCCN

^^2005056519

Owning Institutions

Harvard Library