Optimization methods for gas and power markets : theory and cases / Enrico Edoli, Stefano Fiorenzani and Tiziano Vargiolu.
This is a valuable, quantitative guide to the technicalities of optimization methodologies in gas and power markets, and will be of interest to practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling.
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Online Access: |
Full Text (via Springer) |
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Main Authors: | , , |
Format: | Electronic eBook |
Language: | English |
Published: |
Houndmills, Basingstoke, Hampshire :
Palgrave Macmillan,
2016.
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Series: | Applied quantitative finance.
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Subjects: |
MARC
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100 | 1 | |a Edoli, Enrico, |e author. | |
245 | 1 | 0 | |a Optimization methods for gas and power markets : |b theory and cases / |c Enrico Edoli, Stefano Fiorenzani and Tiziano Vargiolu. |
264 | 1 | |a Houndmills, Basingstoke, Hampshire : |b Palgrave Macmillan, |c 2016. | |
300 | |a 1 online resource : |b illustrations | ||
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490 | 1 | |a Applied quantitative finance | |
504 | |a Includes bibliographical references and index. | ||
588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed May 18, 2016). | |
520 | |a This is a valuable, quantitative guide to the technicalities of optimization methodologies in gas and power markets, and will be of interest to practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling. | ||
505 | 0 | |a Optimization in energy markets -- Optimization methods -- Cases on static optimization -- Valuing project flexibilities using the diagrammatic approach -- Virtual power plant contracts -- Algorithms comparison : the swing case -- Storage contracts -- Optimal trading strategies in intraday power markets. | |
546 | |a English. | ||
650 | 0 | |a Energy industries |x Finance. | |
650 | 0 | |a Commodity futures |x Mathematical models. | |
650 | 7 | |a Commodity futures |x Mathematical models. |2 fast |0 (OCoLC)fst00869750 | |
650 | 7 | |a Energy industries |x Finance. |2 fast |0 (OCoLC)fst00910130 | |
700 | 1 | |a Fiorenzani, Stefano, |e author. | |
700 | 1 | |a Vargiolu, Tiziano, |e author. | |
776 | 0 | 8 | |i Printed edition: |z 9781349568154 |
830 | 0 | |a Applied quantitative finance. | |
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