Managing Energy Risk: An Integrated View on Power and Other Energy Markets

Managing energy risk is a practical guide to using modern techniques in financial mathematics for trading energy.Taking a multi-commodity view on the energy markets, addressing electricity, oil, gas, coal and CO2 emissions and explaining their fundamental relations, this book is a comprehensive overview of the energy markets and their products explaining models for pricing, portfolio optimization, risk measurement and market analysis.By integrating energy economics approaches, including fundamental market models, with financial engineering approaches commonly used in banks and other trading companies, Managing energy Risk is valuable resource, relevant for risk management, structuring, pricing, market analysis, and model development.Burger, Markus is the author of 'Managing Energy Risk: An Integrated View on Power and Other Energy Markets', published 2008 under ISBN 9780470029626 and ISBN 0470029625.