Option Valuation For Energy Issues

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Energy Convergence

Author : Peter C. Fusaro
Publisher : John Wiley & Sons
ISBN 13 : 0471266892
Total Pages : 266 pages
Book Rating : 4.4/5 (712 download)

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Book Synopsis Energy Convergence by : Peter C. Fusaro

Download or read book Energy Convergence written by Peter C. Fusaro and published by John Wiley & Sons. This book was released on 2002-10-15 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Energy Convergence "Another outstanding contribution to the understanding of risk management by Peter Fusaro. A useful work for the workplace, executive management training, and the classroom." -Dennis O'Brien, Director, Institute for Energy Economics and Policy and John A. Brock Professor for Energy Economics and Policy Sarkeys Energy Center, University of Oklahoma "Energy Convergence identifies and addresses the key elements in the ongoing development and evolution of the energy trading markets. This book is an important addition to the literature on contemporary energy trading markets. It pulls together in one place thoughtful discussions about the way the energy markets are converging from different starting points." -Andrea S. Kramer, Partner, McDermott, Will & Emery, and author of Financial Products: Taxation, Regulation, and Design "Peter Fusaro is the worldly-wisest commentator on commodity markets and exchanges that I know and should have been listened to far more often than he has been. This new book provides everyone with a fresh opportunity. With several colleagues he has written the best up-to-date introduction to market risk management and energy trading which should be studied by both the new practitioner and the oldest hand on the exchange." -Napier Collyns, Cofounder of Global Business Network, former Public Director of the New York Mercantile Exchange "Peter Fusaro has once again assembled a team of energy professionals to provide their views on emerging commodity markets and evaluation techniques. The book provides an excellent overview of market developments and market interactions, as well as presenting the business case for convergence of commodity markets via online trading and the Internet. Overall, a very unique and insightful book." -Wayne Moore, Manager, Risk Control, Generation and Energy Marketing, Southern Company "Considering the recent upheavals in U.S. energy markets, from the California electricity crisis to Enron's demise, this volume provides a timely introduction for anyone interested in developing a better understanding of the turbulent nature and complex interdependencies of energy markets." -Riaz Siddiqi, President and CEO, Capstone Global Energy, LLC

Mathematical Optimization for Efficient and Robust Energy Networks

Author : Natalia Selini Hadjidimitriou
Publisher : Springer Nature
ISBN 13 : 3030574423
Total Pages : 131 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Mathematical Optimization for Efficient and Robust Energy Networks by : Natalia Selini Hadjidimitriou

Download or read book Mathematical Optimization for Efficient and Robust Energy Networks written by Natalia Selini Hadjidimitriou and published by Springer Nature. This book was released on 2021-03-19 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of energy production and distribution problems identified by the members of the COST Action TD1207 "Mathematical Optimization in the Decision Support Systems for Efficient and Robust Energy Networks". The aim of the COST Action was to coordinate the efforts of the experts in different fields, from academia and industry, in developing innovative tools for quantitative decision making, and apply them to the efficient and robust design and management of energy networks. The work covers three main goals:• to be a nimble while comprehensive resource of several real life business problems with a categorized set of pointers to many relevant prescriptive problems for energy systems;• to offer a balanced mix of scientific and industrial views;• to evolve over time in a flexible and dynamic way giving, from time to time, a more scientific or industrial - or even political in a broad sense - weighed perspective.It is addressed to researchers and professionals working in the field.

Energy Issues and Options for Developing Countries

Author : United Nations
Publisher : Routledge
ISBN 13 : 0429560656
Total Pages : 327 pages
Book Rating : 4.4/5 (295 download)

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Book Synopsis Energy Issues and Options for Developing Countries by : United Nations

Download or read book Energy Issues and Options for Developing Countries written by United Nations and published by Routledge. This book was released on 2019-06-26 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1989. This book presents the situation regarding energy provision and policy in developing countries. It looks at Enhanced Oil Recovery, Hydropower and small energy packages suitable for rural areas including renewable energies and the various needs and systems affected such as water pumping and telecommunications. Each section is broken down into salient issues and information is provided on environmental issues, socioeconomic issues, costs and limitatioons and what is considered the state-of-the-art in each area. The final section offers a view of the application of computing technology in energy planning.

Modeling and Valuation of Energy Structures

Author : Daniel Mahoney
Publisher : Springer
ISBN 13 : 1137560150
Total Pages : 547 pages
Book Rating : 4.1/5 (375 download)

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Book Synopsis Modeling and Valuation of Energy Structures by : Daniel Mahoney

Download or read book Modeling and Valuation of Energy Structures written by Daniel Mahoney and published by Springer. This book was released on 2016-01-26 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations, reflecting the author's 17 years of experience as a front-office 'quant'. The major theme of the book is that simpler is usually better, a message that is drawn out through the reality of incomplete markets, small samples, and informational constraints. The necessary mathematical tools for understanding these issues are thoroughly developed, with many techniques (analytical, econometric, and numerical) collected in a single volume for the first time. A particular emphasis is placed on the central role that the underlying market resolution plays in valuation. Examples are provided to illustrate that robust, approximate valuations are to be preferred to overly ambitious attempts at detailed qualitative modeling.

Energy Risk

Author : Dragana Pilipović
Publisher : McGraw Hill Professional
ISBN 13 : 9780786312313
Total Pages : 284 pages
Book Rating : 4.3/5 (123 download)

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Book Synopsis Energy Risk by : Dragana Pilipović

Download or read book Energy Risk written by Dragana Pilipović and published by McGraw Hill Professional. This book was released on 1998 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain the benefit of Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk. "Energy Risk" explains valuation and portfolio analysis, and offers tips for managers who must deal with energy risk. It covers electricity, natural gas, and other energy markets. 175 illus.

Strategy, Value and Risk - The Real Options Approach

Author : J. Rogers
Publisher : Springer
ISBN 13 : 0230513050
Total Pages : 151 pages
Book Rating : 4.2/5 (35 download)

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Book Synopsis Strategy, Value and Risk - The Real Options Approach by : J. Rogers

Download or read book Strategy, Value and Risk - The Real Options Approach written by J. Rogers and published by Springer. This book was released on 2002-06-25 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the 1990s shareholder value was applied to all aspects of corporate strategy and management decisions as a result of intense competition, globalization, advances in technology, deregulation and the financial markets. As we enter the twentyfirst century the business environment is one of increasing creative destruction, where competitive advantage is much harder to sustain. Real Options , a type of advanced financial analysis, applies financial option theory to real assets and offers a strategic framework that recognizes the need for management flexibility and to leverage risk in this corporate environment.

Valuation and Risk Management in Energy Markets

Author : Glen Swindle
Publisher : Cambridge University Press
ISBN 13 : 1107036844
Total Pages : 499 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Valuation and Risk Management in Energy Markets by : Glen Swindle

Download or read book Valuation and Risk Management in Energy Markets written by Glen Swindle and published by Cambridge University Press. This book was released on 2014-02-17 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book 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 book will provide readers with the analytical foundation required to function in modern energy trading and risk management groups.

Real Options in Energy and Commodity Markets

Author : Nicola Secomandi
Publisher : World Scientific-Now Publisher
ISBN 13 : 9789813149403
Total Pages : 241 pages
Book Rating : 4.1/5 (494 download)

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Book Synopsis Real Options in Energy and Commodity Markets by : Nicola Secomandi

Download or read book Real Options in Energy and Commodity Markets written by Nicola Secomandi and published by World Scientific-Now Publisher. This book was released on 2017 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of real options is concerned with the management and financial valuation of operational flexibility in business endeavors. From the very outset, energy and commodity markets -- which play fundamental roles in the worldwide economy -- have provided a relevant context for real option analysis, both in theory and practice. This volume is a collection of six chapters covering recent research on real options in energy and commodity markets, reflecting the significance of these markets for real option analysis. The volume is divided into two parts -- the first on theory and the second on methods and applications. The two chapters in the first part of the book respectively address commodity storage and the concept of convenience yield, and how the management of real options can be impacted by the trader's own market decisions in the context of commodity shipping. The four chapters in the second part of the book propose and apply real option models in various domains -- modeling the evolution of futures prices of emission certificates; managing copper extraction illustrated with an application to a project at Codelco, Chile, the largest copper producer in the world; the core ideas behind real option analysis in the context of the merchant management of hydrocarbon cracking operations; and optimizing the portfolio of contracts that oil refineries use to market their gasoline production.

Strategy, Value and Risk

Author : J. Rogers
Publisher : Springer
ISBN 13 : 0230353932
Total Pages : 219 pages
Book Rating : 4.2/5 (33 download)

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Book Synopsis Strategy, Value and Risk by : J. Rogers

Download or read book Strategy, Value and Risk written by J. Rogers and published by Springer. This book was released on 2009-09-18 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Updated and revised, this second edition applies advanced financial analytics within a strategic framework that recognizes an environment where sustainable competitive advantage is a progressively more difficult task. Real Options offer the link to value and the strategic opportunities that lie in an increasingly dynamic landscape

Applied Real Option Valuation

Author : Kaveh Sheibani
Publisher : ORLAB Analytics
ISBN 13 :
Total Pages : 81 pages
Book Rating : 4./5 ( download)

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Book Synopsis Applied Real Option Valuation by : Kaveh Sheibani

Download or read book Applied Real Option Valuation written by Kaveh Sheibani and published by ORLAB Analytics. This book was released on 2010-06-30 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: Supporting investment profitability analysis and decision-making with real option analysis is an issue of increasing interest among both practitioners and managers. This special issue of the Journal of Applied Operational Research (JAOR) presents some new progress in applying real option analysis and valuation to real world problems in a number of industries.

Stochastic Optimization Methods in Finance and Energy

Author : Marida Bertocchi
Publisher : Springer Science & Business Media
ISBN 13 : 1441995862
Total Pages : 480 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Stochastic Optimization Methods in Finance and Energy by : Marida Bertocchi

Download or read book Stochastic Optimization Methods in Finance and Energy written by Marida Bertocchi and published by Springer Science & Business Media. This book was released on 2011-09-15 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decision problems in the energy and financial sectors. This has often resulted in common open issues and has induced a remarkable effort by the industrial and scientific communities to facilitate the adoption of advanced analytical and decision tools. The main concerns of the financial community over the last decade have suddenly penetrated the energy sector inducing a remarkable scientific and practical effort to address previously unforeseeable management problems. Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Markets Strategies aims to include in a unified framework for the first time an extensive set of contributions related to real-world applied problems in finance and energy, leading to a common methodological approach and in many cases having similar underlying economic and financial implications. Part 1 of the book presents 6 chapters related to financial applications; Part 2 presents 7 chapters on energy applications; and Part 3 presents 5 chapters devoted to specific theoretical and computational issues.

Problems and Solutions in Mathematical Finance, Volume 1

Author : Eric Chin
Publisher : John Wiley & Sons
ISBN 13 : 1119966086
Total Pages : 404 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Problems and Solutions in Mathematical Finance, Volume 1 by : Eric Chin

Download or read book Problems and Solutions in Mathematical Finance, Volume 1 written by Eric Chin and published by John Wiley & Sons. This book was released on 2014-11-20 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.

The Palgrave Handbook of Zero Carbon Energy Systems and Energy Transitions

Author : Geoffrey Wood
Publisher : Springer Nature
ISBN 13 : 3031266048
Total Pages : 818 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis The Palgrave Handbook of Zero Carbon Energy Systems and Energy Transitions by : Geoffrey Wood

Download or read book The Palgrave Handbook of Zero Carbon Energy Systems and Energy Transitions written by Geoffrey Wood and published by Springer Nature. This book was released on 2024-12-27 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Palgrave Handbook of Zero-Carbon Energy Systems and Energy Transitions provides a comprehensive and authoritative source of information, analysis and recommendations on the multi- and inter-disciplinary subject of zero carbon energy systems. The Handbook will advance thinking and research underlying the on-going energy transition by; covering a wide range of energy technologies and sources (e.g. fossil fuels, renewables, low carbon energy) including investigating the potential of new and alternative technologies and fuel sources and looking at the power, heating/cooling and transport sectors; Looking at varied legal jurisdictions and governance approaches including developing and developed countries and investigating potential new approaches to achieving a zero carbon energy system; Providing a broad range of theoretical and methodological approaches from a range of disciplines; Inclusion of a global range of case studies from Africa, Arctic, Asia, Australasia, Europe, the Middle East, the Americas (Central, North and South) and the Pacific, from the international, national, sub-national to city/community level.

Change of Time Methods in Quantitative Finance

Author : Anatoliy Swishchuk
Publisher : Springer
ISBN 13 : 331932408X
Total Pages : 140 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Change of Time Methods in Quantitative Finance by : Anatoliy Swishchuk

Download or read book Change of Time Methods in Quantitative Finance written by Anatoliy Swishchuk and published by Springer. This book was released on 2016-05-31 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in financial and energy markets, and the presented numerical examples are based on real data. The change of time method is applied to derive the well-known Black-Scholes formula for European call options, and to derive an explicit option pricing formula for a European call option for a mean-reverting model for commodity prices. Explicit formulas are also derived for variance and volatility swaps for financial markets with a stochastic volatility following a classical and delayed Heston model. The CTM is applied to price financial and energy derivatives for one-factor and multi-factor alpha-stable Levy-based models. Readers should have a basic knowledge of probability and statistics, and some familiarity with stochastic processes, such as Brownian motion, Levy process and martingale.

Public Issue Early Warning Systems

Author : United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Oversight and Investigations
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Public Issue Early Warning Systems by : United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Oversight and Investigations

Download or read book Public Issue Early Warning Systems written by United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Oversight and Investigations and published by . This book was released on 1983 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Intelligent Systems and Decision Making for Risk Analysis and Crisis Response

Author : Chongfu Huang
Publisher : CRC Press
ISBN 13 : 0203771478
Total Pages : 965 pages
Book Rating : 4.2/5 (37 download)

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Book Synopsis Intelligent Systems and Decision Making for Risk Analysis and Crisis Response by : Chongfu Huang

Download or read book Intelligent Systems and Decision Making for Risk Analysis and Crisis Response written by Chongfu Huang and published by CRC Press. This book was released on 2013-07-25 with total page 965 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this present internet age, risk analysis and crisis response based on information will make up a digital world full of possibilities and improvements to people‘s daily life and capabilities. These services will be supported by more intelligent systems and more effective decisionmaking. This book contains all the papers presented at the 4th Inter

A Manual for the Economic Evaluation of Energy Efficiency and Renewable Energy Technologies

Author : Walter Short
Publisher :
ISBN 13 : 9781410221056
Total Pages : 96 pages
Book Rating : 4.2/5 (21 download)

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Book Synopsis A Manual for the Economic Evaluation of Energy Efficiency and Renewable Energy Technologies by : Walter Short

Download or read book A Manual for the Economic Evaluation of Energy Efficiency and Renewable Energy Technologies written by Walter Short and published by . This book was released on 2005 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Manual for the Economic Evaluation of Energy Efficiency and Renewable Energy Technologies provides guidance on economic evaluation approaches, metrics, and levels of detail required, while offering a consistent basis on which analysts can perform analyses using standard assumptions and bases. It not only provides information on the primary economic measures used in economic analyses and the fundamentals of finance but also provides guidance focused on the special considerations required in the economic evaluation of energy efficiency and renewable energy systems.