LEADER 01382nam--2200421---450- 001 990002856030203316 005 20100114101511.0 010 $a2-275-01758-5 035 $a000285603 035 $aUSA01000285603 035 $a(ALEPH)000285603USA01 035 $a000285603 100 $a20070117d1999----km-y0itay50------ba 101 $afre 102 $aFR 105 $a||||||||001yy 200 1 $aInégalitè des parties et durée du contrat$eétude de quatre contrats d'adhésion usuels$fOlivier Litty$gPréface de Jacques Ghestin 210 $aParis$cL.G.D.J.$d1999 215 $aXII, 484 p.$d24 cm 225 2 $aBibliothèque de droit privé$v322 410 0$12001$aBibliothèque de droit privé$v322 454 1$12001 461 1$1001-------$12001 606 0 $aContratti$yFrancia 676 $a346.4402 700 1$aLITTY,$bOlivier$0595596 702 1$aGHESTIN,$bJacques 801 0$aIT$bsalbc$gISBD 912 $a990002856030203316 951 $aXXV.1. Coll. 31/ 14 (COLL PHY 322)$b53283 G.$cXXV.1. Coll. 31/ 14 (COLL PHY)$d00209754 959 $aBK 969 $aGIU 979 $aFIORELLA$b90$c20070117$lUSA01$h1056 979 $aFIORELLA$b90$c20070117$lUSA01$h1107 979 $aPATRY$b90$c20070221$lUSA01$h1355 979 $aRSIAV2$b90$c20100114$lUSA01$h1015 996 $aInégalitè des parties et durée du contrat$9991842 997 $aUNISA LEADER 04540nam 22006735 450 001 9910842493803321 005 20250113150331.0 010 $a9783031505973 010 $a3031505972 024 7 $a10.1007/978-3-031-50597-3 035 $a(MiAaPQ)EBC31205151 035 $a(Au-PeEL)EBL31205151 035 $a(DE-He213)978-3-031-50597-3 035 $a(CKB)30796457800041 035 $a(OCoLC)1426035141 035 $a(EXLCZ)9930796457800041 100 $a20240308d2024 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aQuantitative Energy Finance $eRecent Trends and Developments /$fedited by Fred Espen Benth, Almut E. D. Veraart 205 $a1st ed. 2024. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024. 215 $a1 online resource (270 pages) 311 08$a9783031505966 311 08$a3031505964 327 $aPart I Modelling of Energy Prices -- Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets -- Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing -- Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets -- Part II Energy Transition -- Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices -- A Mean-Field Game Model of Electricity Market Dynamics -- PPA Investments of Minimal Variability -- Part III Climate Risk -- Climate Risk in Structural Credit Models. 330 $aPower markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties confronting energy market participants require sophisticated modelling techniques to effectively understand risk, many of which are covered in this book. Comprising invited papers by high-profile researchers, this volume examines the empirical aspects of forward and futures prices, uncovering patterns of noise factors in various European electricity markets. Additionally, it delves into the recent, influential classes of Hawkes and trawl processes, emphasizing their significance in energy markets. The impact of renewables on energy market prices is a pivotal concern for both producers and consumers. Mean-field games provide a powerful mathematical framework for this, and a dedicated chapter outlining their dynamics is included in the book. The book also explores structural financial products and their connection to climate risk as a risk management tool, underscoring the essential need for a comprehensive understanding of these products in the realm of "green finance," to which the energy industry is integral. Lastly, the book thoroughly analyzes spatial smoothing and power purchase (PPA) contracts, addressing central issues in energy system planning and financial operations. Tailored for researchers, PhD students, and industry energy analysts, this volume equips readers with insights and tools to navigate the constantly evolving energy market landscape. It serves as a sequel to the earlier Quantitative Energy Finance book, featuring all-new chapters. 606 $aSocial sciences$xMathematics 606 $aPower resources 606 $aStatistics 606 $aMathematics in Business, Economics and Finance 606 $aNatural Resource and Energy Economics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aIndústries energètiques$2thub 606 $aFinances$2thub 606 $aInversions$2thub 608 $aLlibres electrònics$2thub 615 0$aSocial sciences$xMathematics. 615 0$aPower resources. 615 0$aStatistics. 615 14$aMathematics in Business, Economics and Finance. 615 24$aNatural Resource and Energy Economics. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 615 7$aIndústries energètiques 615 7$aFinances. 615 7$aInversions 676 $a519 700 $aBenth$b Fred Espen$0151492 701 $aVeraart$b Almut E. D$0768201 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910842493803321 996 $aQuantitative Energy Finance$94147918 997 $aUNINA