Handbook of Risk Management in Energy Production and Trading

This book presents an overview of the risks involved in modern electricity production, delivery and trading, including technical risk in production, transportation and delivery, operational risk for the system operators, market risks for traders, and political and other long term risks in strategic...

Full description

Bibliographic Details
Other Authors: Kovacevic, Raimund M. (Editor), Pflug, Georg Ch (Editor), Vespucci, Maria Teresa (Editor)
Format: eBook
Language:English
Published: New York, NY Springer US 2013, 2013
Edition:1st ed. 2013
Series:International Series in Operations Research & Management Science
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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