| 書目名稱 | Quantitative Energy Finance |
| 副標(biāo)題 | Recent Trends and De |
| 編輯 | Fred Espen Benth,Almut E. D. Veraart |
| 視頻video | http://file.papertrans.cn/781/780836/780836.mp4 |
| 概述 | Covers cutting edge trends and developments.Discusses the impact of renewable energy on power markets.Introduces Hawkes processes for electricity and energy price modelling |
| 圖書封面 |  |
| 描述 | .Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties confronting energy market participants require sophisticated modelling techniques to effectively understand risk, many of which are covered in this book...Comprising invited papers by high-profile researchers, this volume examines the empirical aspects of forward and futures prices, uncovering patterns of noise factors in various European electricity markets. Additionally, it delves into the recent, influential classes of Hawkes and trawl processes, emphasizing their significance in energy markets. The impact of renewables on energy market prices is a pivotal concern for both producers and consumers. Mean-field games provide a powerful mathematical framework for this, and a dedicated chapter outlining their dynamics is included in the book. The book also explores structural financial products and their connection to climate risk as a risk management tool, underscoring the essential need fo |
| 出版日期 | Book 2024 |
| 關(guān)鍵詞 | Energy Markets; Stochastic Processes; Electricity Prices; Renewable Energy; Climate Risk; Forward and Fut |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-50597-3 |
| isbn_softcover | 978-3-031-50599-7 |
| isbn_ebook | 978-3-031-50597-3 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
|Archiver|手機(jī)版|小黑屋|
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