Energy Pricing Models

Following the liberalization of global energy markets, the world has witnessed a substantial growth in energy commodity trading. Moreover, prices and volatilities have significantly increased, partly due to geopolitical crises, but mostly resulting from increased participation of financial investors. Such newfound interest in energy markets has spawned greater demand for state-of-the-art models and methods necessary to understand the challenges related to trading and risk management. Energy Pricing Models showcases original cutting-edge research to best illustrate the latest advances and future implications of trading in energy markets. Prokopczuk assembles an all-star team of leading academics and practitioners in order to provide a well-balanced analysis of the topic. This work is required reading for market practitioners wishing to gain greater insight into the field, as well as academics and researchers interested in learning more about the latest developments from an applied perspective.

• Energy Finance
• Energy Derivatives
• Risk Management
• Modeling of Energy Markets
• derivatives
• electricity markets
• energy
• finance
• Futures

Fred Espen Benth, University of Oslo, Norway Gamze Celik, Cantonal Bank of Zurich, Switzerland Michael Coulon, University of Sussex, UK Stephan Ebbeler, Independent Researcher Enzo Fanone, Energetic Source SPA of Renova Group, Italy Karl Frauendorfer, University of St. Gallen, Switzerland Rangga Handika, Universitas Indonesia, Indonesia Christian Jacobsson, Alpiq, Switzerland Takashi Kanamura, Kyoto University, Japan Rüdiger Kiesel, University Duisburg-Essen, Germany Florentina Paraschiv, University of St. Gallen, Switzerland Jonas Ströjby, Nordea Bank, Denmark Anders B. Trolle, École Polytechnique Fédérale de Lausanne, Switzerland Chi Truong, Macquarie University, Australia Stefan Trück, Macquarie University, Australia Rafa? Weron, Wroc?aw University of Technology, Poland Sjur Westgaard, Norwegian University of Science and Technology, Norway

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