Energy Risk Modeling

Author : Nigel Da Costa Lewis
Publisher : Springer
ISBN 13 : 0230523781
Total Pages : 247 pages
Book Rating : 4.84/5 ( download)

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Download or read book Energy Risk Modeling written by Nigel Da Costa Lewis and published by Springer. This book was released on 2005-06-21 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk. Statistical ideas are presented by outlining the necessary concepts and illustrating how these ideas can be implemented. This is the first energy risk book on the market to focus specifically on the role of statistical methods. Its practical approach makes the book a very useful reference and an interesting read.

Author : Alexander Eydeland
Publisher : John Wiley & Sons
ISBN 13 : 0471455873
Total Pages : 506 pages
Book Rating : 4.75/5 ( download)

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Download or read book Energy and Power Risk Management written by Alexander Eydeland and published by John Wiley & Sons. This book was released on 2003-02-03 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power

Author : Dragana Pilipovic
Publisher : McGraw Hill Professional
ISBN 13 : 0071594477
Total Pages : 530 pages
Book Rating : 4.79/5 ( download)

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Download or read book Energy Risk: Valuing and Managing Energy Derivatives written by Dragana Pilipovic and published by McGraw Hill Professional. This book was released on 2007-08-13 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions. The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more

Author : Markus Burger
Publisher : John Wiley & Sons
ISBN 13 : 9780470725467
Total Pages : 316 pages
Book Rating : 4.6X/5 ( download)

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Download or read book Managing Energy Risk written by Markus Burger and published by John Wiley & Sons. This book was released on 2008-04-30 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models.

Author : Peter C. Fusaro
Publisher : McGraw Hill Professional
ISBN 13 : 9780786311842
Total Pages : 290 pages
Book Rating : 4.43/5 ( download)

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Download or read book Energy Risk Management written by Peter C. Fusaro and published by McGraw Hill Professional. This book was released on 1998 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing the important issues of worldwide energy price risk management, this work assembles the leading industry figures to explain general theories and practices for hedging risk, and specific methods to effectively manage risk in markets such as coal, natural gas, electricity, and hydropower.

Author : Wenyuan Li
Publisher : John Wiley & Sons
ISBN 13 : 047163168X
Total Pages : 345 pages
Book Rating : 4.82/5 ( download)

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Download or read book Risk Assessment Of Power Systems written by Wenyuan Li and published by John Wiley & Sons. This book was released on 2005 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Risk Assessment of Power Systems closes the gap between risk theory and real-world application. As a leading authority in power system risk evaluation for more than fifteen years and the author of a considerable number of papers and more than fifty technical reports on power system risk and reliability evaluation, Wenyuan Li is uniquely qualified to present this material. Following the models and methods developed from the author's hands-on experience, readers learn how to evaluate power system risk in planning, design, operations, and maintenance activities to keep risk at targeted levels."--BOOK JACKET.

Author : Glen Swindle
Publisher : Cambridge University Press
ISBN 13 : 1107036844
Total Pages : 499 pages
Book Rating : 4.40/5 ( download)

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Download or read book Valuation and Risk Management in Energy Markets written by Glen Swindle and published by Cambridge University Press. This book was released on 2014-02-17 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The book will provide readers with the analytical foundation required to function in modern energy trading and risk management groups.

Author : Roy L. Nersesian
Publisher :
ISBN 13 : 9781893281141
Total Pages : 548 pages
Book Rating : 4.40/5 ( download)

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Download or read book Energy Risk Modeling written by Roy L. Nersesian and published by . This book was released on 2013 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : J. Jackson
Publisher : John Wiley & Sons
ISBN 13 : 0470280212
Total Pages : 320 pages
Book Rating : 4.18/5 ( download)

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Download or read book Energy Budgets at Risk (EBaR) written by J. Jackson and published by John Wiley & Sons. This book was released on 2008-03-31 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy Budgets at Risk (EBar)® provides everyone from facility energy managers and financial managers to government policy-makers and electric utilities program planners with the background information required to understand energy cost, price, efficiency, and related issues important in developing a balanced approach to facility energy risk management. Throughout the book, respected energy economist Dr. Jerry Jackson clearly shows how to reduce energy costs and increase cash flows by using risk management concepts developed in the financial industry.

Author : George Levy
Publisher : Emerald Group Publishing
ISBN 13 : 178743527X
Total Pages : 344 pages
Book Rating : 4.78/5 ( download)

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Download or read book Energy Power Risk written by George Levy and published by Emerald Group Publishing. This book was released on 2018-12-10 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models.