Energy Modeling and the Management of Uncertainty - Hardcover

Risk Books; Books, Risk

 
9781899332434: Energy Modeling and the Management of Uncertainty

Synopsis

* Written in a clear and accessible style by leading quantitative researchers and energy risk management practitioners in the liberalising energy markets * Detailed analysis of the most difficult problems in pricing electricity including: price modelling, derivative valuation, feedstock correlations, physical/financial interplay and weather risk * Relates key modelling difficulties to practical strategies for risk management in the face of incomplete knowledge and market uncertainties

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