[FREE] Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach (Power Electronics and Power Systems)
❀ Petter L. Skantze, Marija Ilic ❀
| #5476787 in Books | Petter L Skantze | 2001-10-31 | Original language:English | PDF # 1 | 9.21 x.63 x6.14l,1.01 | File Name: 0792375289 | 214 pages | Valuation Hedging And Speculation In Competitive Electricity Markets
||7 of 7 people found the following review helpful.| A 20 page paper blown up to 200 pages|By A Customer|The main point of this book is a relatively simple model for the spot price of power based on stochastic supply and demand. The rationale for the model is presented along with description of an estimation procedure. Due to the lack of data the model is not fully estimated, which makes the whole exercise rather academic. that'
The challenges currently facing particIpants m competitive electricity markets are unique and staggering: unprecedented price volatility, a crippling lack of historical market data on which to test new modeling approaches, and a continuously changing regulatory structure. Meeting these challenges will require the knowledge and experience of both the engineering and finance communities. Yet the two communities continue to largely ignore each other. The finance community ...
[PDF.sb13] Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach (Power Electronics and Power Systems) Rating: 4.92 (498 Votes)
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