Real Options in Energy and Commodity Markets
Editor
- Nicola Secomandi(Carnegie Mellon University, USA)
Abstract
Individual chapters are listed in the "Chapters" tab
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Book Chapters
The following chapters of this book are listed in IDEAS- Lewis Evans & Graeme Guthrie, 2017. "Commodity Prices and the Option Value of Storage," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 1, pages 3-29, World Scientific Publishing Co. Pte. Ltd..
- Victor Martínez-de-Albéniz & Josep Maria Vendrell Simón, 2017. "A Capacitated Commodity Trading Model with Market Power," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 2, pages 31-60, World Scientific Publishing Co. Pte. Ltd..
- Fred Espen Benth & Marcus Eriksson & Sjur Westgaard, 2017. "Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 3, pages 63-115, World Scientific Publishing Co. Pte. Ltd..
- René Caldentey & Rafael Epstein & Denis Sauré, 2017. "Optimal Exploitation of a Mineral Resource under Stochastic Market Prices," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 4, pages 117-171, World Scientific Publishing Co. Pte. Ltd..
- Selvaprabu Nadarajah & Nicola Secomandi & Gary Sowers & John M. Wassick, 2017. "Real Option Management of Hydrocarbon Cracking Operations," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 5, pages 173-202, World Scientific Publishing Co. Pte. Ltd..
- Daniel Adelman & Shanshan Wang, 2017. "Contract Portfolio Optimization for a Gasoline Supply Chain," World Scientific Book Chapters, in: Nicola Secomandi (ed.), Real Options in Energy and Commodity Markets, chapter 6, pages 203-238, World Scientific Publishing Co. Pte. Ltd..
More about this item
Keywords
Energy and Commodity Markets; Real Options; Commodity Storage and Shipping; Emission Markets; Mining Operations; Hydrocarbon Cracking Operations; Gasoline Portfolio Optimization; Market Equilibrium; Market Impact; Risk-Neutral Valuation; Financial Hedging; Stochastic Optimization; Monte Carlo Simulation;All these keywords.
JEL classification:
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
Statistics
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