Commodities, Energy and Environmental Finance

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Synopsis

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.

Book details

Edition:
2015
Series:
Fields Institute Communications (Book 74)
Author:
René Aïd, Michael Ludkovski, Ronnie Sircar
ISBN:
9781493927333
Related ISBNs:
9781493927326
Publisher:
Springer New York
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2019-08-19
Usage restrictions:
Copyright
Copyright date:
2015
Copyright by:
Springer New York, New York, NY 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction, Science