國立高雄大學圖資館 |

Language: English

Back

Quantitative energy financerecent trends and developments /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Quantitative energy financeedited by Fred Espen Benth, Almut E. D. Veraart.
Reminder of title:	recent trends and developments /
other author:	Benth, Fred Espen.
Published:	Cham :Springer Nature Switzerland :2024.
Description:	xi, 267 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Energy industriesFinance.
Online resource:	https://doi.org/10.1007/978-3-031-50597-3
ISBN:	9783031505973$q(electronic bk.)

Quantitative energy financerecent trends and developments /
Quantitative energy financerecent trends and developments /[electronic resource] :edited by Fred Espen Benth, Almut E. D. Veraart. - Cham :Springer Nature Switzerland :2024. - xi, 267 p. :ill., digital ;24 cm.

Power 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.

ISBN: 9783031505973$q(electronic bk.)

Standard No.: 10.1007/978-3-031-50597-3doiSubjects--Topical Terms:

348910
Energy industries
--Finance.

LC Class. No.: HD9502.A2

Dewey Class. No.: 658.152

Quantitative energy financerecent trends and developments /
LDR:02817nmm a22003375a 4500 001 665310
003 DE-He213
005 20240308034418.0
006 m d
007 cr nn 008maaau
008 241219s2024 sz s 0 eng d
020 $a 9783031505973$q(electronic bk.)
020 $a 9783031505966$q(paper)
024 7 $a 10.1007/978-3-031-50597-3 $2 doi
035 $a 978-3-031-50597-3
040 $a GP $c GP
041 0 $a eng
050 4 $a HD9502.A2
072 7 $a PBW $2 bicssc
072 7 $a K $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a PBW $2 thema
072 7 $a K $2 thema
082 0 4 $a 658.152 $2 23
090 $a HD9502.A2 $b Q1 2024
245 0 0 $a Quantitative energy finance $h [electronic resource] : $b recent trends and developments / $c edited by Fred Espen Benth, Almut E. D. Veraart.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2024.
300 $a xi, 267 p. : $b ill., digital ; $c 24 cm.
520 $a Power 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.
650 0 $a Energy industries $x Finance. $3 348910
650 0 $a Energy industries $x Capital investments. $3 674709
650 1 4 $a Mathematics in Business, Economics and Finance. $3 913174
650 2 4 $a Natural Resource and Energy Economics. $3 760007
650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 913173
700 1 $a Benth, Fred Espen. $3 674707
700 1 $a Veraart, Almut E. D. $3 824916
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-50597-3
950 $a Mathematics and Statistics (SpringerNature-11649)