Quantitative Methods for Electricity Trading and Risk Management
Stefano Fiorenzani
Gebundenes Buch

Quantitative Methods for Electricity Trading and Risk Management

Advanced Mathematical and Statistical Methods for Energy Finance

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This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.