Energy Power Risk

Author : Alexander Eydeland,Krzysztof Wolyniec
Publisher : John Wiley & Sons
Page : 506 pages
File Size : 51,6 Mb
Release : 2003-02-03
Category : Business & Economics
ISBN : 9780471455875

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Energy and Power Risk Management by Alexander Eydeland,Krzysztof Wolyniec Pdf

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 : George Levy
Publisher : Emerald Group Publishing
Page : 344 pages
File Size : 48,5 Mb
Release : 2018-12-10
Category : Computers
ISBN : 9781787435278

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Energy Power Risk by George Levy Pdf

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 : Levy
Publisher : Unknown
Page : 128 pages
File Size : 44,9 Mb
Release : 2018
Category : Electronic
ISBN : 1787544222

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Energy Power Risk by Levy Pdf

Author : Markus Burger,Bernhard Graeber,Gero Schindlmayr
Publisher : John Wiley & Sons
Page : 316 pages
File Size : 46,8 Mb
Release : 2008-04-30
Category : Business & Economics
ISBN : 047072546X

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Managing Energy Risk by Markus Burger,Bernhard Graeber,Gero Schindlmayr Pdf

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 : Dragana Pilipovic
Publisher : McGraw Hill Professional
Page : 530 pages
File Size : 54,5 Mb
Release : 2007-08-13
Category : Business & Economics
ISBN : 9780071594479

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Energy Risk: Valuing and Managing Energy Derivatives by Dragana Pilipovic Pdf

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 : George Levy
Publisher : Emerald Group Publishing
Page : 344 pages
File Size : 48,5 Mb
Release : 2018-12-10
Category : Computers
ISBN : 9781787439566

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Energy Power Risk by George Levy Pdf

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 : Wenyuan Li
Publisher : John Wiley & Sons
Page : 345 pages
File Size : 52,5 Mb
Release : 2005
Category : Technology & Engineering
ISBN : 9780471631682

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Risk Assessment Of Power Systems by Wenyuan Li Pdf

"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 : Peter C. Fusaro
Publisher : McGraw Hill Professional
Page : 290 pages
File Size : 45,6 Mb
Release : 1998
Category : Business & Economics
ISBN : 0786311843

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Energy Risk Management by Peter C. Fusaro Pdf

Addressing the important issues of worldwide energy price risk management, this work assembles the leading industry figures to explain general theories and practices for hedging risk, and specific methods to effectively manage risk in markets such as coal, natural gas, electricity, and hydropower.

Author : Glen Swindle
Publisher : Cambridge University Press
Page : 499 pages
File Size : 42,9 Mb
Release : 2014-02-17
Category : Business & Economics
ISBN : 9781107036840

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Valuation and Risk Management in Energy Markets by Glen Swindle Pdf

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 : GARP (Global Association of Risk Professionals)
Publisher : John Wiley & Sons
Page : 140 pages
File Size : 47,5 Mb
Release : 2008-11-10
Category : Business & Economics
ISBN : 9780470421901

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Foundations of Energy Risk Management by GARP (Global Association of Risk Professionals) Pdf

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.

Author : Iris Marie Mack
Publisher : John Wiley & Sons
Page : 309 pages
File Size : 55,8 Mb
Release : 2014-04-07
Category : Business & Economics
ISBN : 9781118339343

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Energy Trading and Risk Management by Iris Marie Mack Pdf

A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance. With an approachable writing style, Iris Mack breaks down the three primary applications for energy derivatives markets – Risk Management, Speculation, and Investment Portfolio Diversification – in a way that hedge fund traders, consultants, and energy market participants can apply in their day to day trading activities. Moving from the fundamentals of energy markets through simple and complex derivatives trading, hedging strategies, and industry-specific case studies, Dr. Mack walks readers through energy trading and risk management concepts at an instructive pace, supporting her explanations with real-world examples, illustrations, charts, and precise definitions of important and often-misunderstood terms. From stochastic pricing models for exotic derivatives, to modern portfolio theory (MPT), energy portfolio management (EPM), to case studies dealing specifically with risk management challenges unique to wind and hydro-electric power, the bookguides readers through the complex world of energy trading and risk management to help investors, executives, and energy professionals ensure profitability and optimal risk mitigation in every market climate. Energy Trading and Risk Management is a great resource to help grapple with the very interesting but oftentimes complex issues that arise in energy trading and risk management.

Author : Davis W. Edwards
Publisher : McGraw Hill Professional
Page : 399 pages
File Size : 48,6 Mb
Release : 2009-11-01
Category : Business & Economics
ISBN : 9780071629072

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Energy Trading and Investing by Davis W. Edwards Pdf

“The essential training manual for anyone who expects to profi tably engage the energy market while avoiding the devils lurking in the details.” Kurt Yeager, former President and CEO of the Electric Power Research Institute and coauthor of Perfect Power Shrinking fossil fuel supplies, volatile prices, deregulation, and environmental conservation have transformed the energy market into a major arena for making money. In response, an unprecedented amount of capital and investment manpower has fl ooded into the energy market. Older utilities are finding that their quiet, safe business has changed dramatically in a short period of time. Now, Energy Trading and Investing provides a big-picture introduction to the industry along with the trading know-how and fi nancial details that every market participant needs for success. This hands-on guidebook covers all types of energy markets—from the big-three markets of electricity, natural gas, and oil to the growing markets for liquefied natural gas, emissions, and alternative energy. It provides useful information on the interdependence of the different energy markets, who the major players are, and how Wall Street trades energy products. Energy Trading and Investing features: An overview of the entire energy market In-depth descriptions of all of the major energy commodities Financially oriented discussions of how chemistry, physics, accounting, and option pricing affect trading Primers on load forecasting, tolling agreements, natural gas storage, and more A practical introduction to risk management Written by a pioneering quant in the energy market, Energy Trading and Investing provides a highly disciplined and organized approach to profi ting from energy investments. This potent combination of detailed, up-to-date information alongside expert know-how thoroughly prepares you to invest and trade with confi dence in the energy market. If you’re a serious trader, you need to understand the energy markets, and Energy Trading and Investing is the only book you need to trade successfully in this growing sector.

Author : Philippe Drobinski,Mathilde Mougeot,Dominique Picard,Riwal Plougonven,Peter Tankov
Publisher : Springer
Page : 246 pages
File Size : 41,9 Mb
Release : 2018-12-27
Category : Mathematics
ISBN : 9783319990521

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Renewable Energy: Forecasting and Risk Management by Philippe Drobinski,Mathilde Mougeot,Dominique Picard,Riwal Plougonven,Peter Tankov Pdf

Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry. The different contributions explore all aspects of the energy production chain: forecasting and probabilistic modelling of renewable resources, including probabilistic forecasting approaches; modelling and forecasting of wind and solar power production; prediction of electricity demand; optimal operation of microgrids involving renewable production; and finally the effect of renewable production on electricity market prices. Written by experts in statistics, probability, risk management, economics and electrical engineering, this multidisciplinary volume will serve as a reference on renewable energy risk management and at the same time as a source of inspiration for statisticians and probabilists aiming to work on energy-related problems.

Author : Alberto Troccoli
Publisher : Springer Science & Business Media
Page : 361 pages
File Size : 43,7 Mb
Release : 2009-12-21
Category : Science
ISBN : 9789048136919

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Management of Weather and Climate Risk in the Energy Industry by Alberto Troccoli Pdf

Meteorological and climate data are indeed essential both in day-to-day energy management and for the definition of production and distribution infrastructures. For instance, the supply of electricity to users can be disturbed by extreme meteorological events such as thunderstorms with unusually strong winds, severe icing, severe cold spells, sea level elevation associated with storm surges, floods ... To be protected against such events, it is not sufficient to act after they have taken place. It is necessary to identify their potential impacts precisely and assess the probability of their occurrence. This book shows that this can only be done through an enhanced dialogue between the energy community and the climate and meteorology community. This implies an in-depth dialogue between actors to define precisely what kind of data is needed and how it should be used. Météo-France has been in long-term cooperation with the energy sector, including the fields of electricity production and distribution. Drawing on this experience, it should be noted in this respect the importance of lo- term partnership between actors as exemplified here by the message of EDF.

Author : Antti Silvast
Publisher : Routledge
Page : 157 pages
File Size : 48,9 Mb
Release : 2017-04-21
Category : Business & Economics
ISBN : 9781315306094

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Making Electricity Resilient by Antti Silvast Pdf

Energy risk and security have become topical matters in Western and international policy discussions; ranging from international climate change mitigation to investment in energy infrastructures to support economic growth and more sustainable energy provisions. As such, ensuring the resilience of more sustainable energy infrastructures against disruptions has become a growing concern for high-level policy makers. Drawing on interviews, participant observation, policy analysis, and survey research, this book unpacks the work of the authorities, electricity companies, and lay persons that keeps energy systems from failing and helps them to recover from disruptions if they occur. The book explores a number of important issues: the historical security policy of energy infrastructures; control rooms where electricity is traded and maintained in real time; and electricity consumers in their homes. Presenting case studies from Finland and Scandinavia, with comparisons to the United States, the United Kingdom, and the European Union at large, Making Electricity Resilient offers a detailed and innovative analysis of long-term priorities and short-term dynamics in energy risk and resilience. This book will be of great interest to students and scholars of energy policy and security, and science and technology studies.