Energy markets

• Risk management

Equilibrium forward risk premiums in electricity markets

• 30 Sep 2013

• Risk management

Valuation of power swing options

• 30 Sep 2013

• Risk management

Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects

• 30 Sep 2013

• Risk management

Modeling electricity price events as point processes

• 27 Jun 2013

• Risk management

Testing the martingale difference hypothesis for the Nordic power derivatives market

• 27 Jun 2013

• Risk management

The link between jet fuel prices, carbon credits and airline firm value

• 27 Jun 2013

• Risk management

A radial basis function approach to gas storage valuation

• 27 Jun 2013

• Risk management

The fundamental and speculative components of the oil spot price: a real option value approach

• 27 Jun 2013

• Risk management

Variance and volatility swaps in energy markets

• 27 Mar 2013

• Risk management

Quantifying natural gas storage optionality: a two-factor tree model

• 27 Mar 2013

• Risk management

Practical stochastic modeling of electricity prices

• 27 Mar 2013

• Risk management

The US oil spot market: a deterministic chaotic process or a stochastic process?

• 27 Mar 2013

• Risk management

Modeling dependence of extreme events in energy markets using tail copulas

• 18 Dec 2012

• Risk management

A note on panel hourly electricity prices

• 18 Dec 2012

• Risk management

Estimating a Lévy multifactor market model for electricity futures markets by using independent component analysis

• 18 Dec 2012

• Risk management

Computation of Greeks in multifactor models with applications to power and commodity markets

• 18 Dec 2012

• Risk management

Forecasting transmission congestion

• 31 Aug 2012

• Risk management

Risk reporting to the board of directors: comparison of Norwegian power companies and banks

• 31 Aug 2012

• Risk management

A simplified approach for optimizing hydropower generation scheduling

• 31 Aug 2012

• Risk management

Real input-output energy-switching options

• 31 Aug 2012

• Risk management

Book extract: Energy Markets by Vince Kaminski

Vincent Kaminski’s new book Energy Markets, published by Incisive Media, will be released on January 18 and is now available for pre-order. Below is an edited extract of the author’s introduction in which he explains the content and philosophy of the…

• 03 Aug 2012

• Infrastructure

Spotlight on post-trade reconciliation in energy markets

Delivering the goods

• 03 Aug 2012

• Risk management

Compressed-air energy storage power plant investments under uncertain electricity prices: an evaluation of compressed-air energy storage plants in liberalized energy markets

• 28 Mar 2012

• Risk management

Valuation of structured retail electricity contracts with market models

• 28 Mar 2012