Handbook of Risk Management in Energy Production and Trading
Springer-Verlag New York Inc.
978-1-4614-9034-0 (ISBN)
Part II looks at optimal decisions in managing energy systems, including hydropower dispatch models, cutting plane algorithms and approximative dynamic programming; hydro-thermal production; renewable; stochastic investments and operational optimization models for natural gas transport; decision making in operating electricity networks; and investment in extending energy production systems.
Part III explores pricing, including electricity swing options and the pricing of derivatives with volume control. Part IV looks at long-term and political risks, including energy systems under aspects of climate change, and catastrophic operational risks, particularly risks from terrorist attacks.
Energy Markets.- Introduction to Price Models for Energy.- Price Dynamics in Electricity Markets.- Price-Driven Hydropower Dispatch Under Uncertainty.- On Cutting Plane Algorithms and Dynamic Programming for Hydroelectricity Generation.- Medium-Term Operational Planning for Hydrothermal Systems.- Stochastic Optimization of Power Generation and Storage Management in a Market Environment.- Risk Measures in Multi-horizon Scenario Trees.- Controlled Islanding as Robust Operator Response under Uncertainty.- Complementarity and Game-theoretical Models for Equilibria in Energy Markets: Deterministic and Risk-averse Formulations.- Optimal Planning and Economic Evaluation of Trigeneration Districts.- Renewable Energy and its Impact on Power Markets.- Copula-Based Hedge ratios for Renewable Power Generation.- Investment in Stochastic Electricity-Production Facilities.- Pricing of Energy Contracts: From Replication Pricing to Swing Options.- Energy Derivatives with Volume Controls.- Risk Hedging Strategies under Energy System and Climate Policy Uncertainties.- Comparative Assessment of Accident Risks in the Energy Sector.
Reihe/Serie | International Series in Operations Research Management Science ; 199 |
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Zusatzinfo | 81 Illustrations, color; 68 Illustrations, black and white; XV, 505 p. 149 illus., 81 illus. in color. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Technik ► Elektrotechnik / Energietechnik |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management | |
Wirtschaft ► Volkswirtschaftslehre | |
Schlagworte | Decision Making • Energy Pricing • energy production • Energy Risk Management • Energy Trading • Operations Research |
ISBN-10 | 1-4614-9034-0 / 1461490340 |
ISBN-13 | 978-1-4614-9034-0 / 9781461490340 |
Zustand | Neuware |
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