Quantitative Energy Finance

Overview of attention for book

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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 2: A Survey of Commodity Markets and Structural Models for Electricity Prices

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English

Electricity price forecasting

Cited by user Emg2015 on 29 Nov 2015

Electricity price forecasting (EPF) is a branch of energy forecasting which focuses on predicting the spot and forward prices in wholesale electricity markets.

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