Valuation and Risk Management in Energy Markets

Valuation and Risk Management in Energy Markets

4.11 - 1251 ratings - Source



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.Consider the following results from LME copper market data. The ideal markets for empirical studies of the effects of storage are those devoid of seasonality and that have good price and inventory data. Inclusion of seasonality complicatesanbsp;...


Title:Valuation and Risk Management in Energy Markets
Author: Glen Swindle
Publisher:Cambridge University Press - 2014-02-17
ISBN-13:

You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.

Once you have finished the sign-up process, you will be redirected to your download Book page.

How it works:
  • 1. Register a free 1 month Trial Account.
  • 2. Download as many books as you like (Personal use)
  • 3. Cancel the membership at any time if not satisfied.


Click button below to register and download Ebook
Privacy Policy | Contact | DMCA