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Home > Business and Economics Books > Industry and industrial studies > Energy industries and utilities > Energy Modelling: Advances in the Management of Uncertainty
Energy Modelling: Advances in the Management of Uncertainty

Energy Modelling: Advances in the Management of Uncertainty


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About the Book

Table of Contents:
Introduction Vincent Kaminski Citigroup Section 1: Modelling Energy Markets and Pricing Derivatives Section Introduction Vincent Kaminski Citigroup 1 Selecting Stochastic Processes for Modelling Electricity Prices Blake Johnson and Graydon Barz Stanford University 2 Fundamentals of ElectricityDerivatives Alexander Eydeland; Helyette Geman Morgan Stanley; University Paris IX Dauphine 3 Pricing, Modelling and Managing Physical Power Derivatives Corwin Joy Baylor College of Medicine 4 Valuing Power and WeatherDerivatives on a Mesh Using Finite Difference Methods Craig Pirrong; Martin Jermakyan Olin School of Business and Washington University; Vernadun, LLC 5 Modelling Energy Prices and Derivatives using Monte Carlo Methods John Putney National Power plc 6 Fundamental Analysis of Power Price Modelling Roman Kosecki MAK Energy Consultants 7 Management of Transmission in the Electricity Markets Martin Lin Section 2: Modelling and Market Realities Section Introduction Vincent Kaminski Citigroup 8 The Importance of Market Structure and Incentives in Determining Energy Price Risk Giulio Federico; Adam Whitmore CRA International (UK) Limited; Deloitte 9 Impacts of the Weather on EnergyDemand and Supplies Daniel Guertin Sempra Energy Trading 10 Full-Requirement Contracts Yan Gao; Harald Ullrich; Krzysztof Wolyniec Progress Energy; Constellation Energy Commodities Group; Sempra Commodities 11 Heat Rate Options Boris Chibisov, Alexander Eydeland; Krzysztof Wolyniec Morgan Stanley; Sempra Commodities 12 Credit Risk Management for the EnergyIndustry - Some Perspectives Vincent Kaminski; Vasant Shanbhogue Citigroup; AIG Financial Products Corp 13 Capital Adequacy for Companies Transacting in US Electric Power Markets Laura L. Brooks PSEG 14 Generator Bid Strategies in Deregulated Markets: an Empirical Approach Paul Flemming Energy Security Analysis, Inc

About the Author :
Vincent (Vince) Kaminski is currently working as a managing director at Citigroup, Houston. Before assuming this role, he served as a managing director and a consultant at Sempra Energy Trading and a senior vice president of commercial analytics at Reliant Resources, Inc. in Houston. Before joining Reliant, Vince was a managing director of Citadel Investment Group LLC. Prior to this, Vince was the head of the quantitative modelling group at Enron Corp (from 1992 to 2002) and a vice-president in the research department, bond portfolio analysis group, of Salomon Brothers in New York (from 1986 to 1992). Vince is an adjunct associate professor at Rice University in Houston (Jones Graduate School of Management) and he serves on the executive committee of the Global Energy Management Institute at Bauer College of Business, University of Houston. Vince holds an MS degree in international economics, a PhD degree in theoretical economics from the Main School of Planning and Statistics in Warsaw and an MBA from Fordham University in New York. He is a recipient of the 1999 James H. McGraw award for Energy Risk Management (Energy Risk Manager of the Year). His recent publications include: Managing Energy Price Risk (all three editions) and "The Challenge of Pricing and Risk Managing Electricity Derivatives" in The US Power Market, both from Risk Books; and Energy Derivatives: Pricing and Risk Management, Lacima Publications.


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Product Details
  • ISBN-13: 9781904339427
  • Publisher: Risk Books
  • Publisher Imprint: Risk Books
  • Edition: Revised edition
  • Sub Title: Advances in the Management of Uncertainty
  • ISBN-10: 1904339425
  • Publisher Date: 01 Jun 2005
  • Binding: Hardback
  • Height: 235 mm
  • Width: 155 mm


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