Quantitative Methods for Electricity Trading and Risk Management

STEFANO FIORENZANI is responsible for quantitative research in the Strategy Department of Edison Spa in Milan, Italy. He holds a PhD in mathematical Finance and has worked for several years as a Quantitative Analyst and Researcher in the Italian energy sector and financial industry. He has several publications in Energy Risk Management and is a regular speaker at academic and professional conferences. Moreover, he has collaborated with prestigious universities such as University of Milan Bicocca, Italy and Athens University of Economics and Business, Greece.

Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management