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Energy trading and risk management : commentary on arbitrage, risk measurement, and hedging strategy / / Tadahiro Nakajima, Shigeyuki Hamori
| Energy trading and risk management : commentary on arbitrage, risk measurement, and hedging strategy / / Tadahiro Nakajima, Shigeyuki Hamori |
| Autore | Nakajima Tadahiro |
| Pubbl/distr/stampa | Singapore : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (145 pages) |
| Disciplina | 332.644 |
| Collana | Kobe University monograph series in social science research |
| Soggetto topico |
Commodity exchanges
Energy industries - Risk management Hedging (Finance) |
| ISBN | 981-19-5603-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910629294403321 |
Nakajima Tadahiro
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| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Foundations of energy risk management [[electronic resource] ] : an overview of the energy sector and its physical and financial markets / / GARP, API
| Foundations of energy risk management [[electronic resource] ] : an overview of the energy sector and its physical and financial markets / / GARP, API |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2009 |
| Descrizione fisica | 1 online resource (142 p.) |
| Disciplina |
333.79068/1
333.790681 |
| Collana | Wiley finance |
| Soggetto topico |
Energy industries - Risk management
Power resources Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-44782-6
1-119-20541-7 1-282-11355-0 9786612113550 0-470-44781-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | FOUNDATIONS OF ENERGY RISK MANAGEMENT: An Overview of the Energy Sector and its Physical and Financial Markets; CONTENTS; INTRODUCTION; CERTIFICATE IN ENERGY RISK MANAGEMENT; GARP'S FOUNDATIONS OF ENERGY RISK MANAGEMENT COURSE SPECIFICATION; USER GUIDE; Chapter 1: THE ENERGY CYCLE; Chapter 2: RISKS IN THE ENERGY CHAIN; Chapter 3: WORLD ENERGY USE; Chapter 4: MAJOR SOURCES OF ENERGY; Chapter 5: THE MARKETS FOR ENERGY PRODUCTS; Chapter 6: REAL OPTIONS IN THE ENERGY MARKET; GLOSSARY; INDEX; ACKNOWLEDGMENTS |
| Record Nr. | UNINA-9910145250803321 |
| Hoboken, N.J., : John Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foundations of energy risk management [[electronic resource] ] : an overview of the energy sector and its physical and financial markets / / GARP, API
| Foundations of energy risk management [[electronic resource] ] : an overview of the energy sector and its physical and financial markets / / GARP, API |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2009 |
| Descrizione fisica | 1 online resource (142 p.) |
| Disciplina |
333.79068/1
333.790681 |
| Collana | Wiley finance |
| Soggetto topico |
Energy industries - Risk management
Power resources Risk management |
| ISBN |
0-470-44782-6
1-119-20541-7 1-282-11355-0 9786612113550 0-470-44781-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | FOUNDATIONS OF ENERGY RISK MANAGEMENT: An Overview of the Energy Sector and its Physical and Financial Markets; CONTENTS; INTRODUCTION; CERTIFICATE IN ENERGY RISK MANAGEMENT; GARP'S FOUNDATIONS OF ENERGY RISK MANAGEMENT COURSE SPECIFICATION; USER GUIDE; Chapter 1: THE ENERGY CYCLE; Chapter 2: RISKS IN THE ENERGY CHAIN; Chapter 3: WORLD ENERGY USE; Chapter 4: MAJOR SOURCES OF ENERGY; Chapter 5: THE MARKETS FOR ENERGY PRODUCTS; Chapter 6: REAL OPTIONS IN THE ENERGY MARKET; GLOSSARY; INDEX; ACKNOWLEDGMENTS |
| Record Nr. | UNINA-9910829978703321 |
| Hoboken, N.J., : John Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing energy risk : a practical guide for risk management in power, gas and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr
| Managing energy risk : a practical guide for risk management in power, gas and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr |
| Autore | Burger Markus |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (451 p.) |
| Disciplina | 333.79 |
| Collana | Wiley Finance Series |
| Soggetto topico | Energy industries - Risk management |
| ISBN |
1-118-61850-5
1-118-61858-0 1-118-61862-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Managing Energy Risk; Contents; Preface; Acknowledgements; 1 Energy Markets; 1.1 Energy Trading; 1.1.1 Spot Market; 1.1.2 Forwards and Futures; 1.1.3 Commodity Swaps; 1.1.4 Options; 1.1.5 Delivery Terms; 1.2 The Oil Market; 1.2.1 Consumption, Production and Reserves; 1.2.2 Crude Oil Trading; 1.2.3 Refined Oil Products; 1.3 The Natural Gas Market; 1.3.1 Consumption, Production and Reserves; 1.3.2 Natural Gas Trading; 1.3.3 Liquefied Natural Gas; 1.4 The Coal Market; 1.4.1 Consumption, Production and Reserves; 1.4.2 Coal Trading; 1.4.3 Freight; 1.5 The Electricity Market
1.5.1 Consumption and Production 1.5.2 Electricity Trading; 1.5.3 Electricity Exchanges; 1.6 The Emissions Market; 1.6.1 Kyoto Protocol; 1.6.2 EU Emissions Trading Scheme; 1.6.3 Flexible Mechanisms; 1.6.4 Products and Marketplaces; 1.6.5 Other Emissions Trading Schemes; 2 Renewable Energy; 2.1 The Role of Renewable Energy in Electricity Generation; 2.1.1 Historical Development; 2.1.2 Political Targets; 2.1.3 Forecasts; 2.2 The Role of Liquid Biofuels in the Transportation Sector; 2.3 Renewable Energy Technologies; 2.3.1 Hydropower; 2.3.2 Wind Power; 2.3.3 Solar Energy; 2.3.4 Geothermal Energy 2.3.5 Bioenergy 2.3.6 Not Widespread Renewable Energies; 2.4 Support Schemes for Renewable Energy; 2.4.1 Feed-In Tariffs; 2.4.2 Net Metering; 2.4.3 Electric Utility Quota Obligations and Tradable Certificates; 2.4.4 Auctions; 2.4.5 Subsidies, Investment Grants and Tax Benefits; 2.5 Key Economic Factors of Renewable Energy Projects; 2.5.1 The Project Developer's Perspective; 2.5.2 The Project Investor's Perspective; 2.6 Risks in Renewable Energy Projects and their Mitigation; 2.6.1 Project Development Risks; 2.6.2 Construction Risks; 2.6.3 Resource Risks; 2.6.4 Technical Risks 2.6.5 Market Risks2.6.6 Regulatory Risks; 2.6.7 Other Operational Risks; 3 Risk Management; 3.1 Governance Principles and Market Regulation; 3.2 Market Risk; 3.2.1 Delta Position; 3.2.2 Variance Minimising Hedging; 3.2.3 Value-at-Risk; 3.2.4 Estimating Volatilities and Correlations; 3.2.5 Backtesting; 3.2.6 Liquidity-Adjusted Value-at-Risk; 3.2.7 Profit-at-Risk and Further Risk Measures; 3.3 Legal Risk; 3.4 Credit Risk; 3.4.1 Credit Rating; 3.4.2 Quantifying Credit Risk; 3.5 Liquidity Risk; 3.6 Operational Risk; 4 Retail Markets; 4.1 Interaction of Wholesale and Retail Markets 4.2 Retail Products4.2.1 Fixed-Price Contracts; 4.2.2 Indexed Contracts; 4.2.3 Full Service Contracts; 4.2.4 Partial Delivery Contracts; 4.2.5 Portfolio Management; 4.2.6 Supplementary Products; 4.3 Sourcing; 4.3.1 Sourcing Fixed-Price Contracts; 4.3.2 Sourcing Indexed Contracts; 4.3.3 Sourcing B2C Contracts; 4.4 Load Forecasting; 4.5 Weather Risk in Gas Retail Markets; 4.5.1 Weather Derivatives; 4.6 Risk Premiums; 4.6.1 Risk-Adjusted Return on Capital; 4.6.2 Price Validity Period; 4.6.3 Structuring Fee and Balancing Energy; 4.6.4 Credit Risk; 4.6.5 Volume and Price Profile Risk 4.6.6 Operational Risk |
| Record Nr. | UNINA-9910132197003321 |
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Burger Markus
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||
| Chichester, England : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing energy risk : a practical guide for risk management in power, gas and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr
| Managing energy risk : a practical guide for risk management in power, gas and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr |
| Autore | Burger Markus |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (451 p.) |
| Disciplina | 333.79 |
| Collana | Wiley Finance Series |
| Soggetto topico | Energy industries - Risk management |
| ISBN |
1-118-61850-5
1-118-61858-0 1-118-61862-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Managing Energy Risk; Contents; Preface; Acknowledgements; 1 Energy Markets; 1.1 Energy Trading; 1.1.1 Spot Market; 1.1.2 Forwards and Futures; 1.1.3 Commodity Swaps; 1.1.4 Options; 1.1.5 Delivery Terms; 1.2 The Oil Market; 1.2.1 Consumption, Production and Reserves; 1.2.2 Crude Oil Trading; 1.2.3 Refined Oil Products; 1.3 The Natural Gas Market; 1.3.1 Consumption, Production and Reserves; 1.3.2 Natural Gas Trading; 1.3.3 Liquefied Natural Gas; 1.4 The Coal Market; 1.4.1 Consumption, Production and Reserves; 1.4.2 Coal Trading; 1.4.3 Freight; 1.5 The Electricity Market
1.5.1 Consumption and Production 1.5.2 Electricity Trading; 1.5.3 Electricity Exchanges; 1.6 The Emissions Market; 1.6.1 Kyoto Protocol; 1.6.2 EU Emissions Trading Scheme; 1.6.3 Flexible Mechanisms; 1.6.4 Products and Marketplaces; 1.6.5 Other Emissions Trading Schemes; 2 Renewable Energy; 2.1 The Role of Renewable Energy in Electricity Generation; 2.1.1 Historical Development; 2.1.2 Political Targets; 2.1.3 Forecasts; 2.2 The Role of Liquid Biofuels in the Transportation Sector; 2.3 Renewable Energy Technologies; 2.3.1 Hydropower; 2.3.2 Wind Power; 2.3.3 Solar Energy; 2.3.4 Geothermal Energy 2.3.5 Bioenergy 2.3.6 Not Widespread Renewable Energies; 2.4 Support Schemes for Renewable Energy; 2.4.1 Feed-In Tariffs; 2.4.2 Net Metering; 2.4.3 Electric Utility Quota Obligations and Tradable Certificates; 2.4.4 Auctions; 2.4.5 Subsidies, Investment Grants and Tax Benefits; 2.5 Key Economic Factors of Renewable Energy Projects; 2.5.1 The Project Developer's Perspective; 2.5.2 The Project Investor's Perspective; 2.6 Risks in Renewable Energy Projects and their Mitigation; 2.6.1 Project Development Risks; 2.6.2 Construction Risks; 2.6.3 Resource Risks; 2.6.4 Technical Risks 2.6.5 Market Risks2.6.6 Regulatory Risks; 2.6.7 Other Operational Risks; 3 Risk Management; 3.1 Governance Principles and Market Regulation; 3.2 Market Risk; 3.2.1 Delta Position; 3.2.2 Variance Minimising Hedging; 3.2.3 Value-at-Risk; 3.2.4 Estimating Volatilities and Correlations; 3.2.5 Backtesting; 3.2.6 Liquidity-Adjusted Value-at-Risk; 3.2.7 Profit-at-Risk and Further Risk Measures; 3.3 Legal Risk; 3.4 Credit Risk; 3.4.1 Credit Rating; 3.4.2 Quantifying Credit Risk; 3.5 Liquidity Risk; 3.6 Operational Risk; 4 Retail Markets; 4.1 Interaction of Wholesale and Retail Markets 4.2 Retail Products4.2.1 Fixed-Price Contracts; 4.2.2 Indexed Contracts; 4.2.3 Full Service Contracts; 4.2.4 Partial Delivery Contracts; 4.2.5 Portfolio Management; 4.2.6 Supplementary Products; 4.3 Sourcing; 4.3.1 Sourcing Fixed-Price Contracts; 4.3.2 Sourcing Indexed Contracts; 4.3.3 Sourcing B2C Contracts; 4.4 Load Forecasting; 4.5 Weather Risk in Gas Retail Markets; 4.5.1 Weather Derivatives; 4.6 Risk Premiums; 4.6.1 Risk-Adjusted Return on Capital; 4.6.2 Price Validity Period; 4.6.3 Structuring Fee and Balancing Energy; 4.6.4 Credit Risk; 4.6.5 Volume and Price Profile Risk 4.6.6 Operational Risk |
| Record Nr. | UNINA-9910822620103321 |
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Burger Markus
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||
| Chichester, England : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing energy risk [[electronic resource] ] : an integrated view on power and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr
| Managing energy risk [[electronic resource] ] : an integrated view on power and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr |
| Autore | Burger Markus |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2007 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina | 332.6722 |
| Altri autori (Persone) |
GraeberBernhard
SchindlmayrGero |
| Collana | Wiley finance series |
| Soggetto topico | Energy industries - Risk management |
| ISBN |
1-119-20910-2
1-282-34291-6 9786612342912 0-470-72546-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Managing Energy Risk; Contents; Foreword; Preface; 1 Energy Markets; 1.1 The oil market; 1.1.1 Consumption, production and reserves; 1.1.2 Crude oil trading; 1.1.3 Refined oil products; 1.2 The natural gas market; 1.2.1 Consumption, production and reserves; 1.2.2 Natural gas trading; 1.2.3 Price formulas with oil indexation; 1.2.4 Liquefied natural gas; 1.3 The coal market; 1.3.1 Consumption, production and reserves; 1.3.2 Coal trading; 1.3.3 Freight; 1.3.4 Coal subsidies in Germany: BAFA-indexed prices; 1.4 The electricity market; 1.4.1 Consumption and production; 1.4.2 Electricity trading
1.4.3 Products in the electricity markets1.4.4 Energy exchanges; 1.5 The emissions market; 1.5.1 Kyoto Protocol; 1.5.2 EU emissions trading scheme; 1.5.3 Flexible mechanisms; 1.5.4 Products and market places; 1.5.5 Emissions trading in North America; 2 Energy Derivatives; 2.1 Forwards, futures and swaps; 2.1.1 Forward contracts; 2.1.2 Futures contracts; 2.1.3 Swaps; 2.2 "Plain vanilla" options; 2.2.1 The put-call parity and option strategies; 2.2.2 Black's futures price model; 2.2.3 Option pricing formulas; 2.2.4 Hedging options: the "Greeks" 2.2.5 Implied volatilities and the "volatility smile"2.2.6 Swaptions; 2.3 American and Asian options; 2.3.1 American options; 2.3.2 Asian options; 2.4 Commodity bonds and loans; 2.5 Multi-underlying options; 2.5.1 Basket options; 2.5.2 Spread options; 2.5.3 Quanto and composite options; 2.6 Spot price options; 2.6.1 Pricing spot price options; 2.6.2 Caps and floors; 2.6.3 Swing options; 2.6.4 Virtual storage; 3 Commodity Price Models; 3.1 Forward curves and the market price of risk; 3.1.1 Investment assets; 3.1.2 Consumption assets and convenience yield 3.1.3 Contango, backwardation and seasonality3.1.4 The market price of risk; 3.1.5 Derivatives pricing and the risk-neutral measure; 3.2 Commodity spot price models; 3.2.1 Geometric Brownian motion; 3.2.2 The one-factor Schwartz model; 3.2.3 The Schwartz-Smith model; 3.3 Stochastic forward curve models; 3.3.1 One-factor forward curve models; 3.3.2 A two-factor forward curve model; 3.3.3 A multi-factor exponential model; 3.4 Electricity price models; 3.4.1 The hourly forward curve; 3.4.2 The SMaPS model; 3.4.3 Regime-switching model; 3.5 Multi-commodity models; 3.5.1 Regression analysis 3.5.2 Correlation analysis3.5.3 Cointegration; 3.5.4 Model building; 4 Fundamental Market Models; 4.1 Fundamental price drivers in electricity markets; 4.1.1 Demand side; 4.1.2 Supply side; 4.1.3 Interconnections; 4.2 Economic power plant dispatch; 4.2.1 Thermal power plants; 4.2.2 Hydro power plants; 4.2.3 Optimisation methods; 4.3 Methodological approaches; 4.3.1 Merit order curve; 4.3.2 Optimisation models; 4.3.3 System dynamics; 4.3.4 Game theory; 4.4 Relevant system information for electricity market modelling; 4.4.1 Demand side; 4.4.2 Supply side; 4.4.3 Transmission system 4.4.4 Historical data for backtesting |
| Record Nr. | UNINA-9910146104803321 |
|
Burger Markus
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing energy risk : an integrated view on power and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr
| Managing energy risk : an integrated view on power and other energy markets / / Markus Burger, Bernhard Graeber, Gero Schindlmayr |
| Autore | Burger Markus |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2007 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina | 332.6722 |
| Altri autori (Persone) |
GraeberBernhard
SchindlmayrGero |
| Collana | Wiley finance series |
| Soggetto topico | Energy industries - Risk management |
| ISBN |
1-119-20910-2
1-282-34291-6 9786612342912 0-470-72546-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Managing Energy Risk; Contents; Foreword; Preface; 1 Energy Markets; 1.1 The oil market; 1.1.1 Consumption, production and reserves; 1.1.2 Crude oil trading; 1.1.3 Refined oil products; 1.2 The natural gas market; 1.2.1 Consumption, production and reserves; 1.2.2 Natural gas trading; 1.2.3 Price formulas with oil indexation; 1.2.4 Liquefied natural gas; 1.3 The coal market; 1.3.1 Consumption, production and reserves; 1.3.2 Coal trading; 1.3.3 Freight; 1.3.4 Coal subsidies in Germany: BAFA-indexed prices; 1.4 The electricity market; 1.4.1 Consumption and production; 1.4.2 Electricity trading
1.4.3 Products in the electricity markets1.4.4 Energy exchanges; 1.5 The emissions market; 1.5.1 Kyoto Protocol; 1.5.2 EU emissions trading scheme; 1.5.3 Flexible mechanisms; 1.5.4 Products and market places; 1.5.5 Emissions trading in North America; 2 Energy Derivatives; 2.1 Forwards, futures and swaps; 2.1.1 Forward contracts; 2.1.2 Futures contracts; 2.1.3 Swaps; 2.2 "Plain vanilla" options; 2.2.1 The put-call parity and option strategies; 2.2.2 Black's futures price model; 2.2.3 Option pricing formulas; 2.2.4 Hedging options: the "Greeks" 2.2.5 Implied volatilities and the "volatility smile"2.2.6 Swaptions; 2.3 American and Asian options; 2.3.1 American options; 2.3.2 Asian options; 2.4 Commodity bonds and loans; 2.5 Multi-underlying options; 2.5.1 Basket options; 2.5.2 Spread options; 2.5.3 Quanto and composite options; 2.6 Spot price options; 2.6.1 Pricing spot price options; 2.6.2 Caps and floors; 2.6.3 Swing options; 2.6.4 Virtual storage; 3 Commodity Price Models; 3.1 Forward curves and the market price of risk; 3.1.1 Investment assets; 3.1.2 Consumption assets and convenience yield 3.1.3 Contango, backwardation and seasonality3.1.4 The market price of risk; 3.1.5 Derivatives pricing and the risk-neutral measure; 3.2 Commodity spot price models; 3.2.1 Geometric Brownian motion; 3.2.2 The one-factor Schwartz model; 3.2.3 The Schwartz-Smith model; 3.3 Stochastic forward curve models; 3.3.1 One-factor forward curve models; 3.3.2 A two-factor forward curve model; 3.3.3 A multi-factor exponential model; 3.4 Electricity price models; 3.4.1 The hourly forward curve; 3.4.2 The SMaPS model; 3.4.3 Regime-switching model; 3.5 Multi-commodity models; 3.5.1 Regression analysis 3.5.2 Correlation analysis3.5.3 Cointegration; 3.5.4 Model building; 4 Fundamental Market Models; 4.1 Fundamental price drivers in electricity markets; 4.1.1 Demand side; 4.1.2 Supply side; 4.1.3 Interconnections; 4.2 Economic power plant dispatch; 4.2.1 Thermal power plants; 4.2.2 Hydro power plants; 4.2.3 Optimisation methods; 4.3 Methodological approaches; 4.3.1 Merit order curve; 4.3.2 Optimisation models; 4.3.3 System dynamics; 4.3.4 Game theory; 4.4 Relevant system information for electricity market modelling; 4.4.1 Demand side; 4.4.2 Supply side; 4.4.3 Transmission system 4.4.4 Historical data for backtesting |
| Record Nr. | UNINA-9910825069703321 |
|
Burger Markus
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
