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Managing Energy Price Risk
4th Edition
Discipline: Energy & Commodities
No of pages: 870
First published:
ISBN: 9781782722090
Industry leader Vincent Kaminski presents this significantly revised and updated edition of the best-selling Managing Energy Price Risk. This multi-contributor book helps risk managers and senior executives involved in the energy business gain a sophisticated perspective on all the latest techniques and developments in risk management and pricing.
Contents
Introduction
May You Live in Interesting Times
The Dodd–Frank Act and its Impact on the Energy Industry
Assessing Regulatory Risk
Introduction to Price-Reporting Agencies
Fundamental Data in Energy Markets
European and Asian Natural Gas Market Developments – Swamped by the Present?
US Natural-Gas Markets
Managing Oil Price Risk: Dealing with the Time-Varying Relationship between the Price of Oil and Fundamentals
Electricity Markets: US
European Electricity Markets: Part I
European Electricity Markets: Part II
Coal
Energy Real Options: Valuation and Operations
Commodity-Based “Swing” Options
Gas Storage Pricing and Hedging
Valuation and Risk Management of Physical Assets
Arbitrage-Free Valuation of Energy Derivatives
Introduction to Value-at-Risk
Introduction to Portfolio Value-at-Risk
Introduction to Default Risk and Counterparty Credit Modelling
Credit Risk in Power and Gas Markets
Credit in the Energy Markets