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Fiorenzani, Stefano

Quantitative Methods for Electricity Trading and Risk Management

Fiorenzani, Stefano - Quantitative Methods for Electricity Trading and Risk Management, ebook

371,90€

Ebook, PDF with Adobe DRM
ISBN: 9780230598348
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Table of contents

Part I. Distributional and Dynamic Features of Electricity Spot Prices

1. Liberalized Electricity Markets Organization
Stefano Fiorenzani

2. Electricity Price Driving Factors
Stefano Fiorenzani

3. Electricity Spot Price Dynamics and Statistical Features
Stefano Fiorenzani

Part II. Electricity Spot Price Stochastic Models

4. Electricity Modeling: General Features
Stefano Fiorenzani

5. Econometric Modeling of Electricity Prices
Stefano Fiorenzani

6. Probabilistic Modeling of Electricity Prices
Stefano Fiorenzani

Part III. Electricity Derivatives: Main Typologies and Evaluation Problems

7. Electricity Derivatives: Main Typologies
Stefano Fiorenzani

8. Electricity Derivatives: Valuation Problems
Stefano Fiorenzani

9. Electricity Derivatives: Numerical Methods for Derivatives Pricing
Stefano Fiorenzani

Part IV. Real Asset Modeling and Real Options: Theoretical Framework and Numerical Methods

10. Financial Optimization of Power Generation Activity
Stefano Fiorenzani

11. Framing and Solving the Optimization Problem
Stefano Fiorenzani

Part V. Electricity Risk Management: Risk Control Principles and Risk Measurement Techniques

12. Risk Definition and Mapping
Stefano Fiorenzani

13. Risk Measurement Methods
Stefano Fiorenzani

14. Risk-Adjusted Planning in the Electricity Industry
Stefano Fiorenzani

Keywords: Economics, Macroeconomics/Monetary Economics//Financial Economics, Risk Management, Business Finance, Investments and Securities

Author(s)
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Series
Finance and Capital Markets Series
Page amount
194 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230598348
Printed ISBN
978-1-349-52221-7

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