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...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer Nature Switzerland
2024, 2024
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| Edition: | 1st ed. 2024 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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