Quantitative Energy Finance

Edited by Fred Espen Benth () and Almut E. D. Veraart ()

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-50597-3
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Chapters in this book:

Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets

Olivier Féron and Pierre Gruet

Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing

Riccardo Brignone, Luca Gonzato and Carlo Sgarra

Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets

Almut E. D. Veraart

Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices

Christoph Halser and Florentina Paraschiv

A Mean-Field Game Model of Electricity Market Dynamics

Alicia Bassière, Roxana Dumitrescu and Peter Tankov

PPA Investments of Minimal Variability

Fred Espen Benth

Climate Risk in Structural Credit Models

Alexander Blasberg and Rüdiger Kiesel

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DOI: 10.1007/978-3-031-50597-3

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