Title: Quantitative Methods for Electricity Trading and Risk Management: Advanced Mathematical and Statistical Methods for Energy Finance
Publisher: Palgrave Macmillan
Publication Date: 2006
Language: English
ISBN 10: 134952221X
ISBN 13: 9781349522217
Binding: Soft cover
Condition: New

About this title

Synopsis

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 the Author

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.

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