Handbook of Risk Management in Energy Production and Trading
Editor
- Raimund M. Kovacevic(University of Vienna)Georg Ch. Pflug(University of Vienna)Maria Teresa Vespucci(University of Bergamo)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), 2013. "Handbook of Risk Management in Energy Production and Trading," International Series in Operations Research and Management Science, Springer, edition 127, number 978-1-4614-9035-7, April.
Handle: RePEc:spr:isorms:978-1-4614-9035-7
DOI: 10.1007/978-1-4614-9035-7
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Citations
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Cited by:
- Raimund M. Kovacevic, 2019. "Arbitrage conditions for electricity markets with production and storage," Computational Management Science, Springer, vol. 16(4), pages 671-696, October.
- Kyritsis, Evangelos & Andersson, Jonas & Serletis, Apostolos, 2017.
"Electricity prices, large-scale renewable integration, and policy implications,"
Energy Policy, Elsevier, vol. 101(C), pages 550-560.
- Kyritsis, Evangelos & Andersson, Jonas & Serletis, Apostolos, 2016. "Electricity Prices, Large-Scale Renewable Integration, and Policy Implications," Discussion Papers 2016/18, Norwegian School of Economics, Department of Business and Management Science.
- Paul Adrianus van Baal, 2020. "Effectiveness of a strategic energy reserve during the energy transition: The case of Switzerland," Competition and Regulation in Network Industries, , vol. 21(2), pages 65-90, June.
- Egging, Ruud & Pichler, Alois & Kalvø, Øyvind Iversen & Walle–Hansen, Thomas Meyer, 2017. "Risk aversion in imperfect natural gas markets," European Journal of Operational Research, Elsevier, vol. 259(1), pages 367-383.
- Hendrik Kohrs & Hermann Mühlichen & Benjamin R. Auer & Frank Schuhmacher, 2019. "Pricing and risk of swing contracts in natural gas markets," Review of Derivatives Research, Springer, vol. 22(1), pages 77-167, April.
- Francesca Maggioni & Elisabetta Allevi & Asgeir Tomasgard, 2020. "Bounds in multi-horizon stochastic programs," Annals of Operations Research, Springer, vol. 292(2), pages 605-625, September.
- Leibowicz, Benjamin D. & Krey, Volker & Grubler, Arnulf, 2016. "Representing spatial technology diffusion in an energy system optimization model," Technological Forecasting and Social Change, Elsevier, vol. 103(C), pages 350-363.
- Peter Lopion & Peter Markewitz & Detlef Stolten & Martin Robinius, 2019. "Cost Uncertainties in Energy System Optimization Models: A Quadratic Programming Approach for Avoiding Penny Switching Effects," Energies, MDPI, vol. 12(20), pages 1-12, October.
- Leibowicz, Benjamin D., 2015. "Growth and competition in renewable energy industries: Insights from an integrated assessment model with strategic firms," Energy Economics, Elsevier, vol. 52(PA), pages 13-25.
- Laureano F. Escudero & Juan F. Monge, 2021. "On Multistage Multiscale Stochastic Capacitated Multiple Allocation Hub Network Expansion Planning," Mathematics, MDPI, vol. 9(24), pages 1-39, December.
- Bruno, Sergio & Ahmed, Shabbir & Shapiro, Alexander & Street, Alexandre, 2016. "Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty," European Journal of Operational Research, Elsevier, vol. 250(3), pages 979-989.
- Ederer, Nikolaus, 2015. "The market value and impact of offshore wind on the electricity spot market: Evidence from Germany," Applied Energy, Elsevier, vol. 154(C), pages 805-814.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2017.
"Utility indifference pricing and hedging for structured contracts in energy markets,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(2), pages 265-303, April.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2014. "Utility indifference pricing and hedging for structured contracts in energy markets," Papers 1407.7725, arXiv.org, revised Feb 2016.
- Callegaro, Giorgia & Campi, Luciano & Giusto, Valeria & Vargiolu, Tiziano, 2017. "Utility indifference pricing and hedging for structured contracts in energy markets," LSE Research Online Documents on Economics 68953, London School of Economics and Political Science, LSE Library.
- David Wozabal & Christoph Graf & David Hirschmann, 2016. "The effect of intermittent renewables on the electricity price variance," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(3), pages 687-709, July.
- Raimund M. Kovacevic, 2019. "Valuation and pricing of electricity delivery contracts: the producer’s view," Annals of Operations Research, Springer, vol. 275(2), pages 421-460, April.
- Cadarso, Luis & Escudero, Laureano F. & Marín, Angel, 2018. "On strategic multistage operational two-stage stochastic 0–1 optimization for the Rapid Transit Network Design problem," European Journal of Operational Research, Elsevier, vol. 271(2), pages 577-593.
- Renan W. Prado & Sandra A. Santos & Lucas E. A. Simões, 2023. "On the Fulfillment of the Complementary Approximate Karush–Kuhn–Tucker Conditions and Algorithmic Applications," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 705-736, May.
- Laureano F. Escudero & Juan F. Monge, 2018. "On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management," Computational Management Science, Springer, vol. 15(3), pages 479-500, October.
- Matteo Spada & Peter Burgherr, 2020. "Comparative Risk Assessment for Fossil Energy Chains Using Bayesian Model Averaging," Energies, MDPI, vol. 13(2), pages 1-21, January.
- Amal Abdel Razzac & Linda Salahaldin & Salah Eddine Elayoubi & Yezekael Hayel & Tijani Chahed, 2017. "A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-34, August.
- Hirschberg, Stefan & Bauer, Christian & Burgherr, Peter & Cazzoli, Eric & Heck, Thomas & Spada, Matteo & Treyer, Karin, 2016. "Health effects of technologies for power generation: Contributions from normal operation, severe accidents and terrorist threat," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 373-387.
Book Chapters
The following chapters of this book are listed in IDEAS- Peter Gross & Raimund M. Kovacevic & Georg Ch. Pflug, 2013. "Energy Markets," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 3-24, Springer.
- Rita L. D’Ecclesia, 2013. "Introduction to Price Models for Energy," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 25-45, Springer.
- Florentina Paraschiv, 2013. "Price Dynamics in Electricity Markets," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 47-69, Springer.
- Martin Densing, 2013. "Price-Driven Hydropower Dispatch Under Uncertainty," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 73-104, Springer.
- Andy Philpott & Anes Dallagi & Emmanuel Gallet, 2013. "On Cutting Plane Algorithms and Dynamic Programming for Hydroelectricity Generation," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 105-127, Springer.
- Raphael E. C. Gonçalves & Michel Gendreau & Erlon Cristian Finardi, 2013. "Medium-Term Operational Planning for Hydrothermal Systems," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 129-155, Springer.
- Andreas Eichhorn, 2013. "Stochastic Optimization of Power Generation and Storage Management in a Market Environment," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 157-175, Springer.
- Adrian S. Werner & Alois Pichler & Kjetil T. Midthun & Lars Hellemo & Asgeir Tomasgard, 2013. "Risk Measures in Multi-Horizon Scenario Trees," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 177-201, Springer.
- A. Grothey & W. Bukhsh & K. I. M. McKinnon & P. A. Trodden, 2013. "Controlled Islanding as Robust Operator Response Under Uncertainty," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 203-230, Springer.
- Juan Pablo Luna & Claudia Sagastizábal & Mikhail Solodov, 2013. "Complementarity and Game-Theoretical Models for Equilibria in Energy Markets: Deterministic and Risk-Averse Formulations," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 231-258, Springer.
- Maria Teresa Vespucci & Stefano Zigrino & Francesca Bazzocchi & Alberto Gelmini, 2013. "Optimal Planning and Economic Evaluation of Trigeneration Districts," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 259-282, Springer.
- David Wozabal & Christoph Graf & David Hirschmann, 2013. "Renewable Energy and Its Impact on Power Markets," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 283-311, Springer.
- Audun Nordtveit & Kim T. Watle & Stein-Erik Fleten, 2013. "Copula-Based Hedge Ratios for Renewable Power Generation," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 313-351, Springer.
- Luis Baringo & Antonio J. Conejo, 2013. "Investment in Stochastic Electricity-Production Facilities," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 353-383, Springer.
- Raimund M. Kovacevic & Georg Ch. Pflug, 2013. "Pricing of Energy Contracts: From Replication Pricing to Swing Options," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 387-411, Springer.
- Fred Espen Benth & Marcus Eriksson, 2013. "Energy Derivatives with Volume Controls," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 413-432, Springer.
- Volker Krey & Keywan Riahi, 2013. "Risk Hedging Strategies Under Energy System and Climate Policy Uncertainties," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 435-474, Springer.
- Peter Burgherr & Stefan Hirschberg & Matteo Spada, 2013. "Comparative Assessment of Accident Risks in the Energy Sector," International Series in Operations Research & Management Science, in: Raimund M. Kovacevic & Georg Ch. Pflug & Maria Teresa Vespucci (ed.), Handbook of Risk Management in Energy Production and Trading, edition 127, chapter 0, pages 475-501, Springer.
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