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OverviewFollowing the liberalization of global energy markets, the world has witnessed a substantial growth in energy commodity trading. Moreover, prices and volatilities have significantly increased, partly due to geopolitical crises, but mostly resulting from increased participation of financial investors. Such newfound interest in energy markets has spawned greater demand for state-of-the-art models and methods necessary to understand the challenges related to trading and risk management. Energy Pricing Models showcases original cutting-edge research to best illustrate the latest advances and future implications of trading in energy markets. Prokopczuk assembles an all-star team of leading academics and practitioners in order to provide a well-balanced analysis of the topic. This work is required reading for market practitioners wishing to gain greater insight into the field, as well as academics and researchers interested in learning more about the latest developments from an applied perspective. Full Product DetailsAuthor: Marcel ProkopczukPublisher: Palgrave Macmillan Imprint: Palgrave Macmillan Dimensions: Width: 14.00cm , Height: 1.80cm , Length: 21.60cm Weight: 0.495kg ISBN: 9781137377340ISBN 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  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsTable 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 Stroejby 7. Modeling Price Spikes in Electricity Markets the Impact of Load, Weather, and Capacity; Rangga Handika, Chi Truong, Stefan Truck, and Rafa? Weron 8. Indifference Pricing of Weather Futures Based on Electricity Futures; Fred Espen Benth, Stephen Ebbeler, and Rudiger KieselReviewsAuthor InformationFred 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 Rudiger Kiesel, University Duisburg-Essen, Germany Florentina Paraschiv, University of St. Gallen, Switzerland Jonas Stroejby, Nordea Bank, Denmark Anders B. Trolle, Ecole Polytechnique Federale de Lausanne, Switzerland Chi Truong, Macquarie University, Australia Stefan Truck, Macquarie University, Australia Rafa? Weron, Wroc?aw University of Technology, Poland Sjur Westgaard, Norwegian University of Science and Technology, Norway Tab Content 6Author Website:Countries AvailableAll regions |
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