Managing Energy Price Risk: 4th Edition - Risk Books
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Book - Managing Energy Price Risk: 4th Edition

Edited By Vincent Kaminski

Overview

Industry leader Vincent Kaminski presents this significantly revised and updated edition of the best-selling Managing Energy Price Risk. This multi-contributor book helps risk managers and senior executives involved in the energy business gain a sophisticated perspective on all the latest techniques and developments in risk management and pricing.

Publish date: 26 Feb 2016

Availability: In stock

£145.00
OR

Book description

Finding effective ways of managing energy price risk has emerged as one of the great challenges facing both practitioners and academics in the field. Management of exposures to price level and volatility is a complicated task in any business, but it is especially difficult in a commodity market characterised by rapid structural change and a growing degree of integration, both geographically and across different market segments. This fourth edition of the perennial classic Managing Energy Price Risk brings together chapters by a cross-section of industry leaders and academic thinkers.

Book details

ISBN
Book - 9781782722090
Publish date
26 Feb 2016
Format
Paperback
Size
155mm x 235mm

Editor biography

Vincent Kaminski

Mr Vincent Kaminski has spent fourteen years working in different positions related to quantitative analysis and risk management in the merchant energy industry. The companies he has worked for include Citigroup, Sempra Energy Trading, Reliant Energy, Citadel Investment Group, and Enron (from 1992 to 2002) where he was the head of the quantitative modeling group. Prior to beginning a career in the energy industry, Mr Kaminski was a vice president in the research department, bond portfolio analysis group, of Salomon Brothers in New York (from 1986 to 1992). In September 2006 Mr Kaminski accepted an academic position with Rice University in Houston (Jesse H. Jones Graduate School of Business) where he is teaching MBA level classes on energy markets, energy risk management and valuation of energy derivatives.
 
Mr Kaminski holds an M.S. degree in international economics, a Ph.D. degree in theoretical economics from the Main School of Planning and Statistics in Warsaw, Poland, and an MBA from Fordham University in New York.  He is a recipient of the 1999 James H. McGraw award for Energy Risk Management (Energy Risk Manager of the Year).  Mr Kaminski has published a number of papers, and contributed to several books, on the energy markets.

Table of contents

 Introduction - Vincent Kaminski

1.    Technological Developments and the Impact on Energy Markets and Trade Patterns - David Pruner and Dagney Pruner

2.    The Winds of Change - Marc Merrill and Daniel Mullen

3.    Assessing Regulatory Risk- William F. Hederman and Lee-Ken Choo

4. Introduction to Price Reporting Agencies - Daniel Massey

5. Fundamental Data in Energy Markets - Lauren Seliga, Hillary Stevenson and Cory Madden

6. European and Asian Natural Gas Market Developments - Swamped by the Present? - Michelle Michot Foss and Deniese Palmer-Huggins

7. US Natural Gas Markets - Vincent Kaminski

8. Managing Oil Price Risk: Dealing with the Time-varying Relationship Between the Price of Oil and Fundamentals - Ronald Huisman and Mehtap Kilic

9. Electricity Markets: US - Martin Lin

10. European Electricity Markets: Part 1 - Jaroslaw Wayer, Jakub Tomczak and Marcin Walendowski

11. European Electricity Markets: Part 2 - Jaroslaw Wayer, Jakub Tomczak and Marcin Walendowski

12. Coal - Jay Gottlieb

13. Energy Real Options: Valuation and Operations - by Nicola Secomandi and Duane J. Seppi

14. Commodity-Based 'Swing' Options - Ehud I. Ronn

15. Gas Storage Pricing and Hedging - Cyriel de Jong

16. Valuation and Risk Management of Physical Assets - Steve Leppard

17. Arbitrage-Free Valuation of Energy Derivatives - Kaushik Amin, Victor Ng and Craig Pirrong

18. VAR, Stress Testing and Supplementary Methodologies: Part 1 - Gianluca Fusai and Laura Ballotta

19. VAR, Stress Testing and Supplementary Methodologies: Part 2 - Gianluca Fusai and Laura Ballotta

20. Introduction to Default Risk and Counterparty Credit Modelling - Gianluca Fusai, Laura Ballotta and Marina Marena

21. Credit Risk in Power and Gas Markets - Ellen Lapson and Denise Furey

22. Credit in the Energy Markets - Craig Enochs

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