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.
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.
STEFANO FIORENZANI is responsible for quantitative research in the Strategy Department of Edison Spa in Milan, Italy. He holds a PhD in mathematical Finance and has worked for several years as a Quantitative Analyst and Researcher in the Italian energy sector and financial industry. He has several publications in Energy Risk Management and is a regular speaker at academic and professional conferences. Moreover, he has collaborated with prestigious universities such as University of Milan Bicocca, Italy and Athens University of Economics and Business, Greece.
Inhaltsangabe
Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management
Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management
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