Titlebook: Electricity Derivatives; René A?d Book 2015 The Author(s) 2015 91G20,91G80,91G60.Electricity Derivatives.Jump Processes.Power Plants.Swing

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書目名稱Electricity Derivatives影響因子(影響力)




書目名稱Electricity Derivatives影響因子(影響力)學(xué)科排名




書目名稱Electricity Derivatives網(wǎng)絡(luò)公開度




書目名稱Electricity Derivatives網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Electricity Derivatives被引頻次




書目名稱Electricity Derivatives被引頻次學(xué)科排名




書目名稱Electricity Derivatives年度引用




書目名稱Electricity Derivatives年度引用學(xué)科排名




書目名稱Electricity Derivatives讀者反饋




書目名稱Electricity Derivatives讀者反饋學(xué)科排名

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https://doi.org/10.1007/978-3-8349-7128-9arch activity on the forecasting of the spot prices. The chapter is limited to the models that provide the dynamic of the futures prices. Indeed, modelling the dynamic of the futures prices is the basic brick for hedging and pricing more complex products. A model should be able to provide them at a low computational cost.

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Introduction,erature has followed the worldwide liberalisation of the electricity industry. Amongst the many drivers that can explain the interest in this field, three of them are worth noting in a monograph dedicated to electricity derivatives.

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Ibd810

Book 2015w prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.

口味

Introduction, years have passed since the first quotation of a futures contract on electricity (Scandinavian market 1993). Since then, the quantitative finance literature has followed the worldwide liberalisation of the electricity industry. Amongst the many drivers that can explain the interest in this field, t

多樣

Electricity Markets,fic to this market. Regarding electricity’s properties, I focus only on those that have a direct consequence on pricing and trading. The fact that electricity cannot be stored cannot be understated. In the same line, the constraints on its transport make electricity a local commodity. There is no su

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