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Energy And Power Risk Management: New Developments in Modeling, Pricing, And Hedging (Wiley Finance)

Energy And Power Risk Management: New Developments in Modeling, Pricing, And Hedging (Wiley Finance)

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This book offers tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing you with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity-linked fixed-income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years. This book addresses the application of quantitative techniques to development and effective implementation of risk management and trading strategies in commodities (energy and metals). It also addresses the challenges in applying quantitative techniques to highly volatile commodity markets, and explains both theoretical tools and their practical application-along with a detailed analysis of their performance. It expands the coverage of principal trading/risk management strategies in commodities markets, including convergence trading and structured risk trading (volatility and correlation). The book: presents expanded analysis of various structured products, which are of great significance to the efficient functioning of commodity markets; offers tools and strategies for producers, wholesale consumers, investors, and dedicated risk management participants of the commodity markets; provides case studies of effective energy derivative valuation techniques; and, includes more examples of the various techniques for energy valuation, estimation, and hedging. "Energy and Power Risk Management, Second Edition" is an essential read for anyone involved in this evolving field.