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Quantitative Energy Finance

This book also confronts the challenges in energy markets from a quantitative point of view, as w...

MODEL & PRIC FINAN MARKET WEATHER DERIVA

Weather derivatives provide a tool for weather risk management, and the markets for these exotic ...

Stochastic Modeling Of Electricity And Related Markets

Stochastics of Environmental and Financial Economics

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

Ambit Stochastics

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

Stochastic Modeling Of Electricity And Related Markets

The markets for electricity, gas and temperature have distinctive features, which provide the foc...

Stochastic Models for Prices Dynamics in Energy and Commodity Markets

This monograph presents a theory for random field models in time and space, viewed as stochastic ...

Quantitative Energy Finance

Power markets are undergoing a major transformation from gas and oil-fueled generation toward ren...