Energy Pricing Models
Recent Advances, Methods, and Tools
Palgrave MacMillan (Publisher)
Published on 14. January 2014
Book
Paperback/Softback
273 pages
978-1-349-67731-3 (ISBN)
Description
Energy Pricing Models showcases original cutting-edge research to best illustrate the latest advances and future implications of trading in energy markets.
More details
Edition
2014 ed.
Language
English
Place of publication
New York
United States
Product notice
Paperback (trade)
Unsewn / adhesive bound
Illustrations
Bibliography
Dimensions
Height: 216 mm
Width: 140 mm
ISBN-13
978-1-349-67731-3 (9781349677313)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Book
12/2014
Palgrave MacMillan
€117.69
Shipment within 10-20 days
Persons
Fred Espen Benth, University of Oslo, Norway
Gamze Celik, Cantonal Bank of Zurich, Switzerland
Michael Coulon, University of Sussex, UK
Stephan Ebbeler, Independent Researcher
Enzo Fanone, Energetic Source SPA of Renova Group, Italy
Karl Frauendorfer, University of St. Gallen, Switzerland
Rangga Handika, Universitas Indonesia, Indonesia
Christian Jacobsson, Alpiq, Switzerland
Takashi Kanamura, Kyoto University, Japan
Rüdiger Kiesel, University Duisburg-Essen, Germany
Florentina Paraschiv, University of St. Gallen, Switzerland
Jonas Ströjby, Nordea Bank, Denmark
Anders B. Trolle, École Polytechnique Fédérale de Lausanne, Switzerland
Chi Truong, Macquarie University, Australia
Stefan Trück, Macquarie University, Australia
Rafa? Weron, Wroc?aw University of Technology, Poland
Sjur Westgaard, Norwegian University of Science and Technology, Norway
Gamze Celik, Cantonal Bank of Zurich, Switzerland
Michael Coulon, University of Sussex, UK
Stephan Ebbeler, Independent Researcher
Enzo Fanone, Energetic Source SPA of Renova Group, Italy
Karl Frauendorfer, University of St. Gallen, Switzerland
Rangga Handika, Universitas Indonesia, Indonesia
Christian Jacobsson, Alpiq, Switzerland
Takashi Kanamura, Kyoto University, Japan
Rüdiger Kiesel, University Duisburg-Essen, Germany
Florentina Paraschiv, University of St. Gallen, Switzerland
Jonas Ströjby, Nordea Bank, Denmark
Anders B. Trolle, École Polytechnique Fédérale de Lausanne, Switzerland
Chi Truong, Macquarie University, Australia
Stefan Trück, Macquarie University, Australia
Rafa? Weron, Wroc?aw University of Technology, Poland
Sjur Westgaard, Norwegian University of Science and Technology, Norway
Content
Table of Contents 1. Efficient Pricing of Energy Derivatives; Anders B. Trolle 2. A Supply and Demand Based Energy Pricing Model; Takashi Kanamura 3. Joint Dynamics of American and European Oil Prices; Gamze Celik, Karl Frauendorfer, and Florentina Paraschiv 4. Energy Spread Modelling Using Copulas; Sjur Westgaard 5. Modeling and Estimating Electricity Futures: A Non-Gaussian Market Model Approach; Enzo Fanone 6. Hourly Resolution Forward Curves for Power: Statistical Modeling Meets Market Fundamentals; Michael Coulon, Christian Jacobsson, and Jonas Ströjby 7. Modeling Price Spikes in Electricity Markets the Impact of Load, Weather, and Capacity; Rangga Handika, Chi Truong, Stefan Trück, and Rafa? Weron 8. Indifference Pricing of Weather Futures Based on Electricity Futures; Fred Espen Benth, Stephen Ebbeler, and Rüdiger Kiesel