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Quantitative Energy Finance

Overview of attention for book
Cover of 'Quantitative Energy Finance'

Table of Contents

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    Book Overview
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    Chapter 1 A Review of Optimal Investment Rules in Electricity Generation
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    Chapter 2 A Survey of Commodity Markets and Structural Models for Electricity Prices
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    Chapter 3 Fourier-Based Valuation Methods in Mathematical Finance
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    Chapter 4 Mathematics of Swing Options: A Survey
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    Chapter 5 Inference for Markov Regime-Switching Models of Electricity Spot Prices
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    Chapter 6 Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes
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    Chapter 7 Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach
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    Chapter 8 An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
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    Chapter 9 A Dynamic Lévy Copula Model for the Spark Spread
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    Chapter 10 Constrained Density Estimation
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    Chapter 11 Electricity Options and Additional Information
Attention for Chapter 5: Inference for Markov Regime-Switching Models of Electricity Spot Prices
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