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Quantitative Methods for Electricity Trading and Risk Management S. Fiorenzani

Quantitative Methods for Electricity Trading and Risk Management By S. Fiorenzani

Quantitative Methods for Electricity Trading and Risk Management by S. Fiorenzani


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Summary

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.

Quantitative Methods for Electricity Trading and Risk Management Summary

Quantitative Methods for Electricity Trading and Risk Management: Advanced Mathematical and Statistical Methods for Energy Finance by S. Fiorenzani

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.

About S. Fiorenzani

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.

Table of Contents

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

Additional information

NLS9781349522217
9781349522217
134952221X
Quantitative Methods for Electricity Trading and Risk Management: Advanced Mathematical and Statistical Methods for Energy Finance by S. Fiorenzani
New
Paperback
Palgrave Macmillan
2006-01-31
181
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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