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Managing Energy Risk : an Integrated View on Power and Other Energy Markets.

Managing Energy Risk is a practical guide to using modern techniques in financial mathematics for trading energy. Following the successful first edition of the book, this second edition catches up with significant developments of energy markets over the last years and contains plenty of new material...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Burger, Markus
Otros Autores: Graeber, Bernhard, Schindlmayr, Gero
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : Wiley, 2014.
Edición:2nd ed.
Colección:Wiley finance series.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Managing Energy Risk :  |b an Integrated View on Power and Other Energy Markets. 
250 |a 2nd ed. 
260 |a Hoboken :  |b Wiley,  |c 2014. 
300 |a 1 online resource (1007 pages). 
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505 0 |a Cover; Series; Titlepage; Copyright; Preface; Acknowledgements; Chapter 1: Energy Markets; 1.1 Energy Trading; 1.2 The Oil Market; 1.3 The Natural Gas Market; 1.4 The Coal Market; 1.5 The Electricity Market; 1.6 The Emissions Market; Notes; Chapter 2: Renewable Energy; 2.1 The Role of Renewable Energy in Electricity Generation; 2.2 The Role of Liquid Biofuels in the Transportation Sector; 2.3 Renewable Energy Technologies; 2.4 Support Schemes for Renewable Energy; 2.5 Key Economic Factors of Renewable Energy Projects; 2.6 Risks in Renewable Energy Projects and their Mitigation; Note. 
505 8 |a Chapter 3: Risk Management3.1 Governance Principles and Market Regulation; 3.2 Market Risk; 3.3 Legal Risk; 3.4 Credit Risk; 3.5 Liquidity Risk; 3.6 Operational Risk; Note; Chapter 4: Retail Markets; 4.1 Interaction of Wholesale and Retail Markets; 4.2 Retail Products; 4.3 Sourcing; 4.4 Load Forecasting; 4.5 Weather Risk in Gas Retail Markets; 4.6 Risk Premiums; Chapter 5: Energy Derivatives; 5.1 Forwards, Futures and Swaps; 5.2 Commodity Forward Curves; 5.3 "Plain Vanilla" Options; 5.4 American, Bermudan and Asian Options; 5.5 Multi-Underlying Options; 5.6 Modelling Spot Prices. 
505 8 |a 5.7 Stochastic Forward Curve ModelsNote; Chapter 6: Stochastic Models for Electricity and Gas; 6.1 Daily and Hourly Forward Curve Models; 6.2 Structural Electricity Price Models; 6.3 Structural Gas Price Models; Chapter 7: Fundamental Market Models; 7.1 Fundamental Price Drivers in Electricity Markets; 7.2 Economic Power Plant Dispatch; 7.3 Methodological Approaches; 7.4 Relevant System Information for Electricity Market Modelling; 7.5 Application of Electricity Market Models; 7.6 Gas Market Models; 7.7 Market Models for Oil, Coal and CO_2 Markets; 7.8 Asset Investment Decisions; Notes. 
505 8 |a Appendix: Mathematical BackgroundA. 1 Econometric Methods; A.2 Stochastic Processes; A.3 Option Pricing Theory; References; Index; End User License Agreement. 
520 |a Managing Energy Risk is a practical guide to using modern techniques in financial mathematics for trading energy. Following the successful first edition of the book, this second edition catches up with significant developments of energy markets over the last years and contains plenty of new material especially on gas markets and renewable energy. Taking a multi-commodity view on the energy markets, addressing electricity, gas, coal, oil and CO2 emissions and explaining their fundamental relations, this book is a comprehensive overview of the energy markets and their products explainin. 
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650 4 |a Energy industries  |x Risk management. 
650 4 |a Energy industries. 
650 4 |a Energy policy. 
650 4 |a Power resources. 
650 6 |a Industries énergétiques  |x Gestion du risque. 
700 1 |a Graeber, Bernhard. 
700 1 |a Schindlmayr, Gero. 
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830 0 |a Wiley finance series. 
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