Valuation and Risk Management in Energy Markets

Valuation and Risk Management in Energy Markets

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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.Consider the following results from LME copper market data. The ideal markets for empirical studies of the effects of storage are those devoid of seasonality and that have good price and inventory data. Inclusion of seasonality complicatesanbsp;...

Title:Valuation and Risk Management in Energy Markets
Author: Glen Swindle
Publisher:Cambridge University Press - 2014-02-17

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