Third Report on Market Issues in the California Power Exchange Energy Markets PDF Download

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Third Report on Market Issues in the California Power Exchange Energy Markets

Third Report on Market Issues in the California Power Exchange Energy Markets PDF Author: James Busby Bushnell
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 76

Book Description


Sharing Economy in Energy Markets

Sharing Economy in Energy Markets PDF Author: Jianxiao Wang
Publisher: Springer Nature
ISBN: 9811676453
Category :
Languages : en
Pages :

Book Description


Speculative Investment in Energy Markets

Speculative Investment in Energy Markets PDF Author: United States. Congress. Senate. Committee on Energy and Natural Resources. Subcommittee on Energy
Publisher:
ISBN:
Category : Futures market
Languages : en
Pages : 88

Book Description


Quantitative and Empirical Analysis of Energy Markets

Quantitative and Empirical Analysis of Energy Markets PDF Author: Apostolos Serletis
Publisher: World Scientific
ISBN: 9812770461
Category : Energy industries
Languages : en
Pages : 304

Book Description
Bringing together leading-edge research and innovative energy markets econometrics, this book collects the authorOCOs most important recent contributions in energy economics. In particular, the book: . OCo applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis. OCo presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles. OCo uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities. OCo explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets. OCo applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)."

Valuation and Risk Management in Energy Markets

Valuation and Risk Management in Energy Markets PDF Author: Glen Swindle
Publisher: Cambridge University Press
ISBN: 1107729491
Category : Business & Economics
Languages : en
Pages : 508

Book Description
Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups.

Manufacturers Respond to Volatility in Energy Markets

Manufacturers Respond to Volatility in Energy Markets PDF Author:
Publisher:
ISBN:
Category : Fuel switching
Languages : en
Pages : 1

Book Description


Pollution Under Environmental Regulation in Energy Markets

Pollution Under Environmental Regulation in Energy Markets PDF Author: Francesco Gullì
Publisher: Springer Science & Business Media
ISBN: 1447147278
Category : Business & Economics
Languages : en
Pages : 116

Book Description
Pollution Under Environmental Regulation in Energy Markets provides a study of environmental regulation when energy markets are imperfectly competitive. This theoretical treatment focuses on three relevant cases of energy markets. First, the residential space heating sector where hybrid regulation such as taxation and emissions trading together are possible. Second, the electricity market where transactions are organized in the form of multi-period auctions. Third, namely natural gas (input) and electricity (output) markets where there is combined imperfect competition in vertical related energy markets. The development of free or low carbon technologies supported by energy policies, aiming at increasing security of supply, is also explored whilst considering competition policies that reduce market power in energy markets thus improving market efficiency. Pollution Under Environmental Regulation in Energy Markets discusses the key issues of whether imperfect competition can lessen the ability of environmental policy to reduce pollution and/or to minimize the cost of meeting environmental targets. Policymakers, analysts and researchers gain a thorough understanding of the performance of environmental policy from Pollution Under Environmental Regulation in Energy Markets leading to better design of simulation models of performance and costs of environmental regulation.

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities PDF Author: Anatoliy Swishchuk
Publisher: World Scientific
ISBN: 9814440140
Category : Business & Economics
Languages : en
Pages : 328

Book Description
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems arising in financial and energy markets and the associated problems in modeling and pricing of a variety of swaps. The book also contains a study of a new model, the delayed Heston model, which improves the volatility surface fitting as compared with the classical Heston model. The author calculates variance and volatility swaps for this model and provides hedging techniques. The book considers content on the pricing of variance and volatility swaps and option pricing formula for mean-reverting models in energy markets. Some topics such as forward and futures in energy markets priced by multi-factor Levy models and generalization of Black-76 formula with Markov-modulated volatility are part of the book as well, and it includes many numerical examples such as S&P60 Canada Index, S&P500 Index and AECO Natural Gas Index. Contents:Stochastic VolatilityStochastic Volatility ModelsSwapsChange of Time MethodsBlack-Scholes Formula by Change of Time MethodModeling and Pricing of Swaps for Heston ModelModeling and Pricing of Variance Swaps for Stochastic Volatilities with DelayModeling and Pricing of Variance Swaps for Multi-Factor Stochastic Volatilities with DelayPricing Variance Swaps for Stochastic Volatilities with Delay and JumpsVariance Swap for Local Lévy-Based Stochastic Volatility with DelayDelayed Heston Model: Improvement of the Volatility Surface FittingPricing and Hedging of Volatility Swap in the Delayed Heston ModelPricing of Variance and Volatility Swaps with Semi-Markov VolatilitiesCovariance and Correlation Swaps for Markov-Modulated VolatilitiesVolatility and Variance Swaps for the COGARCH(1,1) ModelVariance and Volatility Swaps for Volatilities Driven by Fractional Brownian MotionVariance and Volatility Swaps in Energy MarketsExplicit Option Pricing Formula for a Mean-Reverting Asset in Energy MarketsForward and Futures in Energy Markets: Multi-Factor Lévy ModelsGeneralization of Black-76 Formula: Markov-Modulated Volatility Readership: Post-graduate level researchers and professionals with interest in the modeling and pricing of swaps for energy and financial markets. Keywords:Stochastic Volatilities;Variance, Volatility, Covariance, Correlation Swaps;Change of Time;Option Pricing;Stochastic Volatilities with Delay;Multi-Factor Stochastic Volatilities Models;Regime-Switching Stochastic Volatilities;Levy-Based Stochastic Volatilities with Delay;COGARCH Stochastic Volatility;Stochastic Volatility Driven by Fractional Brownian Motion;Delayed Heston Model;Semi-Markov Stochastic Volatilities;Energy Markets;Forward and Futures in Energy MarketsKey Features:Provides coverage on topic of swaps not covered in such detail by other titles, in relation to energy and financial marketsIn particular, offers a comprehensive treatment of various types of swaps and a variety of stochastic volatility models, in relation to energy and financial marketsReviews: “A separate session about the derivative pricing on the energy market is included. Moreover, this book provides many numerical examples to illustrate applications of the stochastic volatility pricing models. This book is quite useful not only for academics and researchers in mathematical and energy finance, but also for practitioners in the financial and energy industries.” Zentralblatt MATH

Energy Market Manipulation

Energy Market Manipulation PDF Author: United States. Congress. Senate. Committee on Energy and Natural Resources
Publisher:
ISBN:
Category : Consumer protection
Languages : en
Pages : 103

Book Description


Modern Energy Market Manipulation

Modern Energy Market Manipulation PDF Author: Andrew N. Kleit
Publisher: Emerald Group Publishing
ISBN: 1787433862
Category : Business & Economics
Languages : en
Pages : 240

Book Description
This book explores the important economic and legal questions of market manipulation that have arisen in restructured energy markets, paying particular attention to the actions of the Federal Energy Regulatory Commission.