Energy Risk Valuing And Managing Energy Derivatives

Author : Dragana Pilipovic
Publisher : McGraw Hill Professional
Page : 530 pages
File Size : 53,7 Mb
Release : 2007-08-13
Category : Business & Economics
ISBN : 9780071594479

Get Book

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 : Dragana Pilipović
Publisher : Unknown
Page : 512 pages
File Size : 53,8 Mb
Release : 2007
Category : Commodity futures
ISBN : OCLC:268792935

Get Book

Energy Risk by Dragana Pilipović Pdf

Author : Alexander Eydeland,Krzysztof Wolyniec
Publisher : John Wiley & Sons
Page : 506 pages
File Size : 51,8 Mb
Release : 2003-02-03
Category : Business & Economics
ISBN : 9780471455875

Get Book

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 : Markus Burger,Bernhard Graeber,Gero Schindlmayr
Publisher : John Wiley & Sons
Page : 452 pages
File Size : 46,6 Mb
Release : 2014-06-23
Category : Business & Economics
ISBN : 9781118618585

Get Book

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

An overview of today's energy markets from a multi-commodity perspective As global warming takes center stage in the public and private sectors, new debates on the future of energy markets and electricity generation have emerged around the world. The Second Edition of Managing Energy Risk has been updated to reflect the latest products, approaches, and energy market evolution. A full 30% of the content accounts for changes that have occurred since the publication of the first edition. Practitioners will appreciate this contemporary approach to energy and the comprehensive information on recent market influences. A new chapter is devoted to the growing importance of renewable energy sources, related subsidy schemes and their impact on energy markets. Carbon emissions certificates, post-Fukushima market shifts, and improvements in renewable energy generation are all included. Further, due to the unprecedented growth in shale gas production in recent years, a significant amount of material on gas markets has been added in this edition. Managing Energy Risk is now a complete guide to both gas and electricity markets, and gas-specific models like gas storage and swing contracts are given their due. The unique, practical approach to energy trading includes a comprehensive explanation of the interactions and relations between all energy commodities. Thoroughly revised to reflect recent changes in renewable energy, impacts of the financial crisis, and market fluctuations in the wake of Fukushima Emphasizes both electricity and gas, with all-new gas valuation models and a thorough description of the gas market Written by a team of authors with theoretical and practical expertise, blending mathematical finance and technical optimization Covers developments in the European Union Emissions Trading Scheme, as well as coal, oil, natural gas, and renewables The latest developments in gas and power markets have demonstrated the growing importance of energy risk management for utility companies and energy intensive industry. By combining energy economics models and financial engineering, Managing Energy Risk delivers a balanced perspective that captures the nuances in the exciting world of energy.

Author : Markus Burger,Bernhard Graeber,Gero Schindlmayr
Publisher : John Wiley & Sons
Page : 316 pages
File Size : 50,9 Mb
Release : 2008-04-30
Category : Business & Economics
ISBN : 047072546X

Get Book

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 : Les Clewlow,Chris Strickland
Publisher : Twayne Publishers
Page : 246 pages
File Size : 40,5 Mb
Release : 2000
Category : Derivative securities
ISBN : 0953889602

Get Book

Energy Derivatives by Les Clewlow,Chris Strickland Pdf

Author : Steve Leppard
Publisher : Unknown
Page : 225 pages
File Size : 40,9 Mb
Release : 2005-01
Category : Commodity futures
ISBN : 1904339743

Get Book

Energy Risk Management by Steve Leppard Pdf

A concise and focused report that explains the concept of energy price hedging in an accessible format ideally tailored for busy practitioners.

Author : Dragana Pilipović
Publisher : McGraw Hill Professional
Page : 284 pages
File Size : 55,8 Mb
Release : 1998
Category : Business & Economics
ISBN : 0786312319

Get Book

Energy Risk by Dragana Pilipović Pdf

Gain the benefit of Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk. "Energy Risk" explains valuation and portfolio analysis, and offers tips for managers who must deal with energy risk. It covers electricity, natural gas, and other energy markets. 175 illus.

Author : T. James
Publisher : Springer
Page : 538 pages
File Size : 44,7 Mb
Release : 2002-12-03
Category : Business & Economics
ISBN : 9781403946041

Get Book

Energy Price Risk by T. James Pdf

Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it comprehensively covers the full spectrum of the energy complex, including crude oil, petroleum products, natural gas, LPG/LNG and electricity. Using many worked examples, this book offers practical insights and solutions.

Author : Peter C. Fusaro,Jeremy Wilcox
Publisher : Energy Publishing Enterprises dba
Page : 288 pages
File Size : 40,5 Mb
Release : 2000
Category : Business & Economics
ISBN : 9780970222800

Get Book

Energy Derivatives by Peter C. Fusaro,Jeremy Wilcox Pdf

The new finanacial markets for energy trading are growing globally. Financial derivatives now influence energy price formation for oil, gas and electricity. The power of the Internet is driving these global changes more rapidly and adding more price volatility. This book is the second of three books on energy trading and risk management written by best selling author Peter C. Fusaro. It covers the key new markets of emissions trading, weather driving, electronic energy trading, bandwidth trading and electricty and gas trading in Europe.

Author : Vincent Kaminski
Publisher : Unknown
Page : 700 pages
File Size : 50,5 Mb
Release : 2004
Category : Energy industries
ISBN : 1904339190

Get Book

Managing Energy Price Risk by Vincent Kaminski Pdf

Brings together contributions and insight from some of the world's most respected practitioners, academics and regulators to reflect the current state of price risk management in the energy industry.

Author : Rob Quail,James A. Overdahl
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 48,6 Mb
Release : 2003-03-20
Category : Business & Economics
ISBN : 9780471467663

Get Book

Financial Derivatives by Rob Quail,James A. Overdahl Pdf

"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.

Author : Betty Simkins,Russell Simkins
Publisher : John Wiley & Sons
Page : 628 pages
File Size : 50,9 Mb
Release : 2013-02-19
Category : Business & Economics
ISBN : 9781118017128

Get Book

Energy Finance and Economics by Betty Simkins,Russell Simkins Pdf

Thought leaders and experts offer the most current information and insights into energy finance Energy Finance and Economics offers the most up-to-date information and compelling insights into the finance and economics of energy. With contributions from today's thought leaders who are experts in various areas of energy finance and economics, the book provides an overview of the energy industry and addresses issues concerning energy finance and economics. The book focuses on a range of topics including corporate finance relevant to the oil and gas industry as well as addressing issues of unconventional, renewable, and alternative energy. A timely compendium of information and insights centering on topics related to energy finance Written by Betty and Russell Simkins, two experts on the topic of the economics of energy Covers special issues related to energy finance such as hybrid cars, energy hedging, and other timely topics In one handy resource, the editors have collected the best-thinking on energy finance.

Author : Iris Marie Mack
Publisher : John Wiley & Sons
Page : 309 pages
File Size : 51,9 Mb
Release : 2014-04-07
Category : Business & Economics
ISBN : 9781118339343

Get Book

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 : Professional Risk Managers' International Association (PRMIA)
Publisher : McGraw Hill Professional
Page : 490 pages
File Size : 48,8 Mb
Release : 2007-12-21
Category : Business & Economics
ISBN : 9780071631655

Get Book

The Professional Risk Managers' Guide to the Energy Market by Professional Risk Managers' International Association (PRMIA) Pdf

An essential resource for all financial professionals affected by energy prices, The Professional Risk Managers’ Guide to the Energy Market presents a complete account of the evolution, tools, scope, and breadth of the energy and environmental financial markets. Sponsored by the PRMIA Institute and edited by renowned analyst Peter Fusaro, the book includes contributions from 20 world experts who discuss every aspect of energy trading and the risks associated with specific investment vehicles and energy sectors. Organized in three parts, The Professional Risk Managers’ Guide to the Energy Market begins with a comprehensive overview of the energy market, goes on to provide an in-depth review of energy risk management tools, and finally delivers detailed coverage of risk management software, energy hedging in Asian markets, trading electricity options, and weather risk management strategies. Designed to improve investment insights and skills, The Professional Risk Managers’ Guide to the Energy Market features timely chapters on: Energy Futures Today The Over-the-Counter Energy Derivatives Market Energy Derivatives Structures The Nordic Electricity Markets Market Risk Measurement and Management for Energy Firms Best Practices in Credit Risk Management for Energy and Commodity Derivatives Natural Gas Trading Risk Management in Energy-Focused Commodity Futures Investing The ISDA Master Agreement Ten Years On, ISDA 2002 Authoritative and comprehensive, The Professional Risk Managers’ Guide to the Energy Market equips risk managers, institutional investors, and financial analysts with all the information, tools, and strategies required to understand and succeed in the fast-changing global energy marketplace.