Electricity Derivatives

By Rene Aid

​Introduction.- Electricity Markets.- Electricity Features.- Markets Microstructure.- Real Derivatives.- Conclusion.- Price Models.- Preliminary Remarks.- HJM Style Forward Curve Models.- One-Factor Spot Models.- Multi-Factor Spot Models.- Structural Models.- Derivatives.- Spreads.- Power Plants and Tollings.- Storage and Swings.- Retail Contracts.- Weather Derivatives.- Conclusion.

• Format: Paperback
• Language: English
• ISBN: 3319083945
• ISBN13: 9783319083940
• Release Date: January 2015
• Publisher: Springer
• Length: 97 Pages
• Weight: 0.37 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"