Managing Energy Risk: An Integrated View on Power and Other Energy Markets

Table of contents

1. Cover Page
2. Dedication
3. Title Page
4. Copyright
5. Contents
6. Foreword
7. Preface
8. Chapter 1: Energy Markets
   1. 1.1 THE OIL MARKET
   2. 1.2 THE NATURAL GAS MARKET
   3. 1.3 THE COAL MARKET
   4. 1.4 THE ELECTRICITY MARKET
   5. 1.5 THE EMISSIONS MARKET
9. Chapter 2: Energy Derivatives
   1. 2.1 FORWARDS, FUTURES AND SWAPS
   2. 2.2 “PLAIN VANILLA” OPTIONS
   3. 2.3 AMERICAN AND ASIAN OPTIONS
   4. 2.4 COMMODITY BONDS AND LOANS
   5. 2.5 MULTI-UNDERLYING OPTIONS
   6. 2.6 SPOT PRICE OPTIONS
10. Chapter 3: Commodity Price Models
    1. 3.1 FORWARD CURVES AND THE MARKET PRICE OF RISK
    2. 3.2 COMMODITY SPOT PRICE MODELS
    3. 3.3 STOCHASTIC FORWARD CURVE MODELS
    4. 3.4 ELECTRICITY PRICE MODELS
    5. 3.5 MULTI-COMMODITY MODELS
11. Chapter 4: Fundamental Market Models
    1. 4.1 FUNDAMENTAL PRICE DRIVERS IN ELECTRICITY MARKETS
    2. 4.2 ECONOMIC POWER PLANT DISPATCH
    3. 4.3 METHODOLOGICAL APPROACHES
    4. 4.4 RELEVANT SYSTEM INFORMATION FOR ELECTRICITY MARKET MODELLING
    5. 4.5 APPLICATION OF ELECTRICITY MARKET MODELS
    6. 4.6 GAS MARKET MODELS
    7. 4.7 MARKET MODELS FOR OIL, COAL, AND CO2 MARKETS
12. Chapter 5: Electricity Retail Products
    1. 5.1 INTERACTION OF WHOLESALE AND RETAIL MARKETS
    2. 5.2 RETAIL PRODUCTS
    3. 5.3 SOURCING
    4. 5.4 LOAD FORECASTING
    5. 5.5 RISK PREMIUM
13. Chapter 6: Risk Management
    1. 6.1 MARKET PRICE EXPOSURE
    2. 6.2 VALUE-AT-RISK AND FURTHER RISK MEASURES
    3. 6.3 CREDIT RISK
14. Appendix A: Mathematical background
    1. A.1 ECONOMETRIC METHODS
    2. A.2 STOCHASTIC PROCESSES
15. Bibliography
16. Index