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Finance and Capital Markets Series

Energy Risk Modeling

Applied Modeling Methods for Risk Managers

Authors: Da Costa Lewis, Nigel

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eBook $209.00
price for USA (gross)
  • ISBN 978-0-230-52378-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $265.00
price for USA
  • ISBN 978-1-4039-3400-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk. Statistical ideas are presented by outlining the necessary concepts and illustrating how these ideas can be implemented. This is the first energy risk book on the market to focus specifically on the role of statistical methods. Its practical approach makes the book a very useful reference and an interesting read.

About the authors

NIGEL DA COSTA LEWIS is a Professional Writer who has many years work experience in quantitative, econometric and statistical methods. He has worked in the City of London, on Wall Street and in academia. Dr Lewis is the author of a number of books for risk managers, including Operational Risk with Excel and VBA (Wiley) and the classic text Market Risk Modelling (Risk Books). He also holds an award winning PhD from the University of Cambridge and four Master's degrees in Statistics, Economics, Finance, and Advanced Computer Science, all from the University of London, UK.

Table of contents (13 chapters)

  • The Statistical Nature of Energy Risk Modeling

    Costa Lewis, Nigel

    Pages 1-17

  • Introduction to Applied Probability for Energy Risk Management

    Costa Lewis, Nigel

    Pages 21-40

  • Descriptive Statistics of Energy Prices and Returns

    Costa Lewis, Nigel

    Pages 41-52

  • Inferential Statistical Methods for Energy Risk Managers

    Costa Lewis, Nigel

    Pages 53-62

  • Modeling and Fitting Price Distributions

    Costa Lewis, Nigel

    Pages 65-106

Buy this book

eBook $209.00
price for USA (gross)
  • ISBN 978-0-230-52378-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $265.00
price for USA
  • ISBN 978-1-4039-3400-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Energy Risk Modeling
Book Subtitle
Applied Modeling Methods for Risk Managers
Authors
Series Title
Finance and Capital Markets Series
Copyright
2005
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-52378-4
DOI
10.1057/9780230523784
Hardcover ISBN
978-1-4039-3400-0
Edition Number
1
Number of Pages
XIX, 247
Topics