• ВХОД

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    Полное описание

    Edoli, E. Optimization Methods for Gas and Power Markets : theory and Cases / by Enrico Edoli, Stefano Fiorenzani, Tiziano Vargiolu. - London : Palgrave Macmillan, 2016. - on-line. - (Applied Quantitative Finance series). - URL: http://dx.doi.org/10.1057/9781137412973. - Загл. с экрана. - ISBN 978-1-137-41297-3. - Текст : электронный.

    ГРНТИ УДК
    72.25339.13:662.76
    339.13:620.9

    Рубрики:
    energy policy
    energy and state
    business mathematics
    finance
    science
    econometrics
    economics
    econometrics
    energy Policy, Economics and Management
    business Mathematics
    finance, general
    science, general

    Аннотация: As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value chain, from investments selection to asset optimization, trading and sales. Optimization techniques can be used in many different fields of the energy industry, in order to reduce production and financial costs, increase sales revenues and mitigate all kinds of risks potentially affecting the economic margin. For this reason the industry has now focused its attention on the general concept of optimization and to the different techniques (mainly mathematical techniques) to reach it. Optimization Methods for Gas and Power Markets presents both theoretical elements and practical examples for solving energy optimization issues in gas and power markets. Starting with the theoretical framework and the basic business and economics of power and gas optimization, it quickly moves on to review the mathematical optimization problems inherent to the industry, and their solutions – all supported with examples from the energy sector. Coverage ranges from very long-term (and capital intensive) optimization problems such as investment valuation/diversification to asset (gas and power) optimization/hedging problems, and pure trading decisions. This book first presents the readers with various examples of optimization problems arising in power and gas markets, then deals with general optimization problems and describes the mathematical tools useful for their solution. The remainder of the book is dedicated to presenting a number of key business cases which apply the proposed techniques to concrete market problems. Topics include static asset optimization, real option evaluation, dynamic optimization of structured products like swing, virtual storage or virtual power plant contracts and optimal trading in intra-day power markets. As the book progresses, so too does the level of mathematical complexity, providing readers with an appreciation of the growing sophistication of even common problems in current market practice. Optimization Methods for Gas and Power Markets provides a valuable quantitative guide to the technicalities of optimization methodologies in gas and power markets; it is essential reading for practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling.
    Доп. точки доступа:
    Fiorenzani, S.
    Vargiolu, T.

    http://dx.doi.org/10.1057/9781137412973


    Держатели документа:
    Государственная публичная научно-техническая библиотека России : 123298, г. Москва, ул. 3-я Хорошевская, д. 17 (Шифр в БД-источнике (KATBW): -331718713)

    Шифр в сводном ЭК: 26a2ca17bf26a12a2f51aa7ad39b0b37



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