• Home
  • Find article
  • Log In
  • Partners and Sponsors
  • KYOS contact
  • Erasmus
  • Energy Links
  • Syndicate
  • Site Map

Search

Advanced Search

  • Home
  • Price modeling
  • Pricing an gains from trading in competitive electric power markets

Pricing an gains from trading in competitive electric power markets

  • By Hendrik Bessembinder
  • Published 09/27/2007
  • Price modeling
  • Rating: Unrated

Hendrik Bessembinder

Hendrik (Hank) Bessembinder

holds the A. Blaine Huntsman Presidential Chair in Finance at the David Eccles Business School of the University of Utah. He completed his Ph.D. in Finance at the University of Washington in 1986, and previously held faculty positions at the Goizueta Business School of Emory University, the Simon School of Business of the University of Rochester and at the Arizona State University College of Business.

Hank’s research and teaching interests include Financial Management, International Finance, Stock Markets, Foreign Exchange Markets, Energy Markets, Trading Costs, Trading Strategies, and Financial Risk Management. His research has been published in the top Finance outlets, including the

Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies.
He is Managing Editor of the
Journal of Financial and Quantitative Analysis, and Associate Editor of the Journal of Finance, the Journal of Financial Economics, and the Journal of Financial Markets.
Hank has taught university courses in corporate finance, investments, financial markets, and financial engineering, at the masters and doctoral levels, having been nominated for and received teaching awards. He has been a consultant to the New York Stock Exchange, Goldman Sachs, Barclay’s Global Investors, the United States Department of Justice, the United States Securities and Exchange Commission, the Federal Energy Regulatory Commission, the Commodities Futures Trading Commission, Analysis Group, and Cornerstone Research, among others.

View all articles by Hendrik Bessembinder
Pricing and gains from trading in competitive electric power markets

 

Attachments - Download article (PDF)

  • 0035 Pricing and gains from Trading in Competitive Electric Power markets.pdf

Comments

No Comments Found.

Spread The Word

  • del.icio.us it
  • Digg this
  • Furl
  • Reddit
  • Yahoo! this!
  • StumbleUpon
  • Google Bookmarks
  • Live Favorites
  • Technorati
This article has been added to your 'Articles to Read' list.

How would you rate the quality of this article?
Rating: * Poor Excellent
Your Name:
Your Email:
Your Comment: *
Verification * img

Please copy the characters from the image above into the text field below. Doing this helps us prevent automated submissions.
 

Categories

  • Risk management (19)
  • Price modeling (67)
  • Valuation (39)
  • Trading strategies (11)
  • Forecasting (11)
  • Asset optimization (5)
  • Energy market design (30)

Site Menu

  • View Blogs
  • View Authors
  • Become an Author
  • Logout ()
  • Submit Article
  • Submit Blog
  • My Account
  • My Submissions
  • Log in

Article Options

  • Email to Friend
  • Print Article
  • Remove from Favorites
  • Add to Favorites
  • Remove from 'Articles to Read'
  • Add to 'Articles to Read'

Your Favorite Articles

  • Option Formulas for Mean-Reverting Power Prices with Spikes
  • Gas storage valuation using a Monte Carlo method
  • Modelling weather-sensitive electrical loads
  • Storage Strategies
  • Realistic Natural Gas Storage Models II: Trading Strategies
View All Favorites

Articles to Read

  • Option Formulas for Mean-Reverting Power Prices with Spikes
  • Gas storage valuation using a Monte Carlo method
  • Modelling weather-sensitive electrical loads
  • Storage Strategies
  • Realistic Natural Gas Storage Models II: Trading Strategies

You Recently Viewed...

  • Forecasting to understand uncertainty in electricity prices
  • The art of forecasting demand
  • Uncovering and pricing the hidden risks in power marketing
  • Load forecasting in practical terms
  • ’Tis the season...

Popular Authors

  • Cyriel de Jong
  • Les Clewlow
  • Shijie Deng
  • Jacob Lemming
  • Josh Gray
  • Matt Thompson
  • Michael Hsu
  • Rafal Weron
  • Valery Kholodnyi
  • Anne Ku
No popular authors found.

Popular Articles

  • Realistic Natural Gas Storage Models II: Trading Strategies
  • Natural Gas Storage Valuation and Optimization: A Real Options Application
  • Electricity price modelling for profit at risk management
  • Spark Spread Options Are Hot!
  • Realistic power plant valuations
No popular articles found.

Kyos Consulting

© Copyright 2012 "Serving the energy market". All rights reserved. - DISCLAIMER