Quantitative Energy Finance Recent Trends and Developments /
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 con...
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| Muut tekijät: | , |
| Aineistotyyppi: | Elektroninen E-kirja |
| Kieli: | englanti |
| Julkaistu: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
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| Painos: | 1st ed. 2024. |
| Aiheet: | |
| Linkit: | https://doi.org/10.1007/978-3-031-50597-3 |
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Sisällysluettelo:
- Part I Modelling of Energy Prices
- Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets
- Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing
- Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets
- Part II Energy Transition
- Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices
- A Mean-Field Game Model of Electricity Market Dynamics
- PPA Investments of Minimal Variability
- Part III Climate Risk
- Climate Risk in Structural Credit Models.