Energy pricing models: recent advances, methods, and tools
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
New York, NY
Palgrave Macmillan
2014
|
| Edition: | 1. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XVIII, 273 S. graph. Darst. |
| ISBN: | 9781137377340 |
Staff View
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Record in the Search Index
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| adam_text | Titel: Energy pricing models
Autor: Prokopczuk, Marcel
Jahr: 2014
Contents
List of Figures
List of Tables
Preface
List of Contributors
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 Modeling 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 Rafal Weron
vii
xi
xiii
XV
1
21
43
97
115
147
195
vi Contents
8 Indifference Pricing of Weather Futures Based
on Electricity Futures
Fred Espen Benth, Stephen Ebbeler, and Rüdiger Kiesel
Index
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| callnumber-subject | HD - Industries, Land Use, Labor |
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| ctrlnum | (OCoLC)900654567 (DE-599)BVBBV042283668 |
| dewey-full | 333.79 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 333 - Economics of land and energy |
| dewey-raw | 333.79 |
| dewey-search | 333.79 |
| dewey-sort | 3333.79 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| id | DE-604.BV042283668 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:17:16Z |
| institution | BVB |
| isbn | 9781137377340 |
| language | English |
| lccn | 014022207 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027720990 |
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| physical | XVIII, 273 S. graph. Darst. |
| publishDate | 2014 |
| publishDateSearch | 2014 |
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| publisher | Palgrave Macmillan |
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| spelling | Energy pricing models recent advances, methods, and tools ed. by Marcel Prokopczuk 1. ed. New York, NY Palgrave Macmillan 2014 XVIII, 273 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Energy industries Prices Stochastic models Energiepreis (DE-588)4014718-6 gnd rswk-swf Energiepreis (DE-588)4014718-6 s DE-604 Prokopczuk, Marcel 1978- Sonstige (DE-588)137917821 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027720990&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Energy pricing models recent advances, methods, and tools Energy industries Prices Stochastic models Energiepreis (DE-588)4014718-6 gnd |
| subject_GND | (DE-588)4014718-6 |
| title | Energy pricing models recent advances, methods, and tools |
| title_auth | Energy pricing models recent advances, methods, and tools |
| title_exact_search | Energy pricing models recent advances, methods, and tools |
| title_full | Energy pricing models recent advances, methods, and tools ed. by Marcel Prokopczuk |
| title_fullStr | Energy pricing models recent advances, methods, and tools ed. by Marcel Prokopczuk |
| title_full_unstemmed | Energy pricing models recent advances, methods, and tools ed. by Marcel Prokopczuk |
| title_short | Energy pricing models |
| title_sort | energy pricing models recent advances methods and tools |
| title_sub | recent advances, methods, and tools |
| topic | Energy industries Prices Stochastic models Energiepreis (DE-588)4014718-6 gnd |
| topic_facet | Energy industries Prices Stochastic models Energiepreis |
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