Electricity Derivatives
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent deri...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2015. |
| Series: | SpringerBriefs in Quantitative Finance,
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| Online Access: | https://doi.org/10.1007/978-3-319-08395-7 |
Table of Contents:
- Introduction
- Electricity Markets
- Electricity Features
- Markets Microstructure
- Real Derivatives
- Conclusion
- Price Models
- Preliminary Remarks
- HJM Style Forward Curve Models
- One-Factor Spot Models
- Multi-Factor Spot Models
- Structural Models
- Derivatives
- Spreads
- Power Plants and Tollings
- Storage and Swings
- Retail Contracts
- Weather Derivatives
- Conclusion.