Energy Modelling and the Management of Uncertainty - Bookswagon
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Energy Modelling and the Management of Uncertainty

Energy Modelling and the Management of Uncertainty


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About the Book

This text contains a detailed analysis of the most difficult problems in pricing electricity, including: price modelling, derivative valuation, feedstock correlations, and weather risk. The book also relates key modelling difficulties to practical strategies for risk management.

Table of Contents:
Energy Modelling and the Management of Uncertainty Applications in Risk Management and Investment -------------------------------------------------------------------------------- CONTENTS Introduction MODELLING ENERGY AND POWER PRICES 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 H?lyette 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, J?rgen 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 by Ellen Lapson of Fitch IBCA Panel by Paul Pantano and Daryl Rice of McDermott, Will & Emery Glossary Index


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Product Details
  • ISBN-13: 9781899332434
  • Publisher: Risk Books
  • Publisher Imprint: Risk Books
  • Height: 300 mm
  • Returnable: N
  • ISBN-10: 189933243X
  • Publisher Date: /07/1999
  • Binding: Hardback
  • Language: English


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