Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Gero Schindlmayr"'
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
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The understanding of joint asset return distributions is an important ingredient for managing risks of portfolios. Although this is a well-discussed issue in fixed income and equity markets, it is a challenge for energy commodities. In this study we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::319863e9767c844a198b2bb7a3bb647a
https://doi.org/10.1002/fut.20359
https://doi.org/10.1002/fut.20359
An overview of today's energy markets from a multi-commodity perspective As global warming takes center stage in the public and private sectors, new debates on the future of energy markets and electricity generation have emerged around the world. The
Publikováno v:
Energy Economics. 29:1033-1049
The liberalization of electricity markets has forced energy producing companies and traders to calculate costs closer to the profit frontier. Thus, an efficient risk management and risk controlling are needed to ensure the financial survival even dur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d16a590dcefec55c942aab38538df7b
https://doi.org/10.1016/j.eneco.2006.08.006
https://doi.org/10.1016/j.eneco.2006.08.006
Publikováno v:
Managing Energy Risk: An Integrated View on Power and Other Energy Markets
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d8f01fc3a7173a34c424f1dd54697b1
https://doi.org/10.1002/9781119209102.ch5
https://doi.org/10.1002/9781119209102.ch5
Publikováno v:
Managing Energy Risk: An Integrated View on Power and Other Energy Markets
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93a5b35464154158d94d076f800bd4bc
https://doi.org/10.1002/9781119209102.ch3
https://doi.org/10.1002/9781119209102.ch3
Publikováno v:
ResearcherID
In this paper, we analyse the evolution of prices in deregulated electricity markets. We present a general model that simultaneously takes into account the following features: seasonal patterns, price spikes, mean reversion, price dependent volatilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::37db9492487ddfb6416ea9aaf9e4cc4c
https://doi.org/10.1088/1469-7688/4/1/010
https://doi.org/10.1088/1469-7688/4/1/010
Publikováno v:
Managing Energy Risk: A Practical Guide for Risk Management in Power, Gas and Other Energy Markets
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ccdb1999421436b868b52d3a128994a
https://doi.org/10.1002/9781118618509
https://doi.org/10.1002/9781118618509
Publikováno v:
Managing Energy Risk ISBN: 9781118618509
Managing Energy Risk: A Practical Guide for Risk Management in Power, Gas and Other Energy Markets, Second Edition
Managing Energy Risk: A Practical Guide for Risk Management in Power, Gas and Other Energy Markets, Second Edition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::486a8ba0342f4af6d788ac3909822703
https://doi.org/10.1002/9781118618509.ch7
https://doi.org/10.1002/9781118618509.ch7
Publikováno v:
Managing Energy Risk ISBN: 9781118618509
Managing Energy Risk: A Practical Guide for Risk Management in Power, Gas and Other Energy Markets, Second Edition
Managing Energy Risk: A Practical Guide for Risk Management in Power, Gas and Other Energy Markets, Second Edition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c3faead8679804276f1d5601df9c1fa
https://doi.org/10.1002/9781118618509.ch6
https://doi.org/10.1002/9781118618509.ch6
Publikováno v:
Managing Energy Risk: An Integrated View on Power and Other Energy Markets
Mathematical techniques for trading and risk management.Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcbc093b2d1d317a7097eff003859b92
https://doi.org/10.1002/9781119209102
https://doi.org/10.1002/9781119209102