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Full Product Details

Author:   Marcel Prokopczuk
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Dimensions:   Width: 14.00cm , Height: 1.80cm , Length: 21.60cm
Weight:   0.495kg
ISBN:  

9781137377340

ISBN 10:   1137377348
Pages:   273
Publication Date:   18 December 2014
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Table of Contents 1. Efficient Pricing of Energy Derivatives; Anders B. Trolle 2. A Supply and Demand Based Energy Pricing Model; Takashi Kanamura 3. Joint Dynamics of American and European Oil Prices; Gamze Celik, Karl Frauendorfer, and Florentina Paraschiv 4. Energy Spread Modelling Using Copulas; Sjur Westgaard 5. Modeling and Estimating Electricity Futures: A Non-Gaussian Market Model Approach; Enzo Fanone 6. Hourly Resolution Forward Curves for Power: Statistical Modeling Meets Market Fundamentals; Michael Coulon, Christian Jacobsson, and Jonas Ströjby 7. Modeling Price Spikes in Electricity Markets the Impact of Load, Weather, and Capacity; Rangga Handika, Chi Truong, Stefan Trück, and Rafa? Weron 8. Indifference Pricing of Weather Futures Based on Electricity Futures; Fred Espen Benth, Stephen Ebbeler, and Rüdiger Kiesel

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Author Information

Fred Espen Benth, University of Oslo, Norway Gamze Celik, Cantonal Bank of Zurich, Switzerland Michael Coulon, University of Sussex, UK Stephan Ebbeler, Independent Researcher Enzo Fanone, Energetic Source SPA of Renova Group, Italy Karl Frauendorfer, University of St. Gallen, Switzerland Rangga Handika, Universitas Indonesia, Indonesia Christian Jacobsson, Alpiq, Switzerland Takashi Kanamura, Kyoto University, Japan Rüdiger Kiesel, University Duisburg-Essen, Germany Florentina Paraschiv, University of St. Gallen, Switzerland Jonas Ströjby, Nordea Bank, Denmark Anders B. Trolle, École Polytechnique Fédérale de Lausanne, Switzerland Chi Truong, Macquarie University, Australia Stefan Trück, Macquarie University, Australia Rafa? Weron, Wroc?aw University of Technology, Poland Sjur Westgaard, Norwegian University of Science and Technology, Norway

Tab Content 6

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