Energy Pricing Models

Following the liberalization of global energy markets, the world has witnessed a substantial growth in energy commodity trading. Moreover, prices and volatilities have significantly increased, partly due to geopolitical crises, but mostly resulting from increased participation of financial investors. Such newfound interest in energy markets has spawned greater demand for state-of-the-art models and methods necessary to understand the challenges related to trading and risk management.

Energy Pricing Models showcases original cutting-edge research to best illustrate the latest advances and future implications of trading in energy markets. Prokopczuk assembles an all-star team of leading academics and practitioners in order to provide a well-balanced analysis of the topic. This work is required reading for market practitioners wishing to gain greater insight into the field, as well as academics and researchers interested in learning more about the latest developments from an applied perspective.

Author Biography

Fred Espen Benth, University of Oslo, Norway

Gamze Celik, Cantonal Bank of Zurich, Switzerland

Michael Coulon, University of Sussex, UK

Stephan Ebbeler, Independent Researcher

Enzo Fanone, Energetic Source SPA of Renova Group, Italy

Karl Frauendorfer, University of St. Gallen, Switzerland

Rangga Handika, Universitas Indonesia, Indonesia

Christian Jacobsson, Alpiq, Switzerland

Takashi Kanamura, Kyoto University, Japan

Rüdiger Kiesel, University Duisburg-Essen, Germany

Florentina Paraschiv, University of St. Gallen, Switzerland

Jonas Ströjby, Nordea Bank, Denmark

Anders B. Trolle, École Polytechnique Fédérale de Lausanne, Switzerland

Chi Truong, Macquarie University, Australia

Stefan Trück, Macquarie University, Australia

Rafa? Weron, Wroc?aw University of Technology, Poland

Sjur Westgaard, Norwegian University of Science and Technology, Norway