Quantitative methods for electricity trading and risk management: advanced mathematical and statistical methods for energy finance
Auteur :
Fiorenzani, S.
Éditeur :
Palgrave USA
ISBN :
9781403943576
Date de publication :
31 janv. 2006
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
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.