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Risk management
 Portfolio optimization in electricity markets
 Multiple zone power forwards
 Volunteering to fight global warming
 Electricity price modelling for profit at risk management
 Pieces of Power
 A Multi-Factor Model for Energy Derivatives
 Risk management in a large rural electrification programme
 Managing the spark spread
 To store or not to store
 Valuation and risk management in the Norwegian electricity market
 Pricing of electricity swing options
 Pricing and hedging in incomplete markets
 Financial Risks for Green Electricity Investors and Producers in a Tradable Green Certificate Market
 Diversify with care
 Which VaR for energy derivatives
 Weather wrap-up
 Risk Premiums on Inventory Assets: The case of crude oil and natural gas
 Uncovering and pricing the hidden risks in power marketing
Price modeling
 Cointegration between gas and power spot prices
 Solving stochastic complementarity problems in energy market modeling using
 Electricity prices and fuel costs: Long-run relations and short-run dynamics
 Computing the market price of volatility risk in the energy commodity markets
 A supply and demand based volatility model for energy prices
 Modeling price and volatility inter- relationships in the Australian wholesale spot electricity markets
 Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market.
 Towards a European market of electricity: Spot and derivatives trading
 Strategic Behavior in Spot Markets for Electricity when Load is Stochastic
 Spot price simulation and volatility analysis in the future Iberian electricity market
 Heavy tails and electricity prices
 Forecasting spot electricity prices with time series models
 Estimating the volatility of spot prices in restructures electricity markets and the implications for option values
 An Analysis of Price Volatility in Different Spot Markets for Electricity in U.S.A.
 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
 Understanding Electricity Price Volatility Within and Across Markets
 The Nature of Power Spikes: A Regime-Switch Approach
 Analysis for achievement
 Extending mean-reversion jump diffusion
 Spot simulation processing
 Understanding the Fine Structure of Electricity Prices
 Efficiency in Electricity Futures Markets
 Diurnal Reversals of Electricity Forward Premia
 Regime-Switching Stochastic Volatility and Short-term Interest Rates
 Electricity forward prices: A High-Frequency Empirical Analysis
 Electricity price modelling for profit at risk management
 A Non-Markovian Process for Power Prices with Spikes and Valuation of European Contingent Claims on Power
 Modeling Power Forward Prices for Power with Spikes
 Constructing Forward Price Curves in Electricity Markets
 Modelling electricity prices: International evidence
 Is there a term structure of futures volatilities? Reevaluating the Samuelson Hypothesis
 Forward curve dynamics in the Nordic electricity market
 Equilibrium Pricing and Optimal Hedging In Electricity Forward Markets
 Generation modeling: the next generation
 A Multi-Factor Model for Energy Derivatives
 Volatility, Storage and Convenience: Evidence from Natural Gas Markets
 Negative prices in electricity markets
 Pricing Electricity Forwards under Stochastic Volatility
 An Analysis of the relationship between electricity and natura-gas futures prices
 An equilibrium analysis of exhaustible resource investments
 Monte Carlo Pricing of American Options Using Nonparametric Regression
 Regression Methods for Pricing Complex American-Style Options
 An Arithmetic Forward Curve For The Electricity Market
 Dynamics of Commodity Forward Curves
 Equilibrium Forward Curves for Commodities
 The message in North American energy prices
 Modeling electricity prices: international evidence
 Stochastic Models of Energy Commodity Prices and Their Applications: Mean-reversion with Jumps and Spikes
 The Predictive Characteristics of Energy Futures: Recent Evidence for Crude Oil, Natural Gas, Gasoline and Heating Oil
 Risk and Reward at the Speed of Light: A New Electricity Price Model
 Commodity price modeling that matches current observables: a new approach
 Pricing an gains from trading in competitive electric power markets
 Valuation and hedging of european contingent claims on power with spikes: a non-Markovian approach
 Regime jumps in electricity prices
 Two-factor jump diffusion models for the valuation of electricity forward contracts
 Electricity Prices: Stochastic or Deterministic?
 A Regime Switching Long Memory Model for Electricity Prices
 Pricing and hedging in incomplete markets
 Modeling electricity markets
 Jumping the gaps
 Comparing the spot prices from Powernext and EEX
 Making the most of mean reversion
 Valuing Energy Options in a One Factor Model Fitted to Forward Prices
 Electricity Derivatives
 Following the trend
 ’Tis the season...
 Option Formulas for Mean-Reverting Power Prices with Spikes
Valuation
 The value of starting up the power plant
 Realistic power plant valuations
 A 'simple' hybrid model for power derivatives
 Pricing summer day options by good-deal bounds
 Effective pricing of wind power
 Spark Spread Options and the Valuation of Electricity Generation Assets
 Valuation of the early-exercise price for options using simulation and nonparametric regression
 Valuation of Power Generation Assets: A Real Option Approach
 Short-term generation asset valuation: a real option approach
 Use of real options in asset valuation
 What Is It Worth? Application of Real Options Theory to the Valuation of Generation Assets
 Generation Asset Valuation
 Valuing American options by simulation: A simple least-squares approach
 An Analysis of a Least Squares Regression Method for American Option pricing
 Valuing exploration and production projects
 Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
 Natural Gas Storage Valuation and Optimization: A Real Options Application
 Gas storage and power
 Storing arb
 Volatility, Storage and Convenience: Evidence from Natural Gas Markets
 To store or not to store
 Short-Term Generation Asset Valuation
 The Stochastic Behavior of commodity prices: Implications for valuation and hedging
 Times are changing for gas storage
 Approximate Recursive Valuation of electricity swing options
 An Extension of Least Squares Monte Carlo Simulation for Multi-options Problems
 An Arithmetic Forward Curve For The Electricity Market
 Valuing Natural Gas Storage Using Seasonal Principal Component Analysis
 The price of power: The Valuation of Power and Weather Derivatives
 Stochastic Models of Energy Commodity Prices and Their Applications: Mean-reversion with Jumps and Spikes
 Valuation and risk management in the Norwegian electricity market
 Pricing of electricity swing options
 Valuation by simulation of contingent claims with multiple early exercise opportunities
 Valuation and hedging of european contingent claims on power with spikes: a non-Markovian approach
 Valuing Energy Options in a One Factor Model Fitted to Forward Prices
 Storage Strategies
 An evaluation model for the marked-to-market value of hydropower plants
 Gas storage valuation using a Monte Carlo method
Trading strategies
 A decade of "Rough" storage trading results in the UK NBP gas market
 Asynchronous decentralized method for interconnected electricity markets
 Are electricity risk premia affected by emission allowance prices? Evidence from EEX, Nord Pool and Powernext
 The Supply of Storage for Natural Gas in California
 Spark Spread Options Are Hot!
 The impact of climate policies on the operation of thermal power plants
 Gas hubs jockey for position
 Getting physical
 The impact of energy derivatives on the crude oil market
 Realistic Natural Gas Storage Models II: Trading Strategies
Forecasting
 Forecasting spot electricity prices with time series models
 Electricity price forecasting through transfer function models
 Forecasting Next-Day Electricity Prices by Time Series Models
 Forecasting Electricity Prices
 Load forecasting in practical terms
 Uncovering and pricing the hidden risks in power marketing
 The art of forecasting demand
 Forecasting to understand uncertainty in electricity prices
 Modelling weather-sensitive electrical loads
 Forecasting electricity spot prices using linear univariate time series models
Asset optimization
  Optimal Strategies for Investment in Generation of Electric Energy through Real Options
 Optimal Switching with Applications to Energy Tolling Agreements
 Nimble and quick: deployment using the state of the art
 Survival of the fittest
 Short-Term Generation Asset Valuation
Energy market design
 An Assessment of Benefits of Congestion Management Options for the Netherlands: A Case Study
 Double-Sided Auction Mechanism Design in Electricity Based on Maximizing Social Welfare
 Market implications large scale wind capacity
 A unified model for energy and environmental performance assessment of natural gas-fueled poly-generation systems
 A two-stage stochastic programming model for electric energy producers
 The future energy value chain
 Risk-aversion and willingness to pay in choice experiments
 Benchmarking and regulation in the electricity distribution sector
 Economies of scale and scope in the Swiss Multi-Utilities Sector
 Experimental tests of competitive markets for electric power
 Market Efficiency, Competition, and Communication: Experimental results
 Auction Design for Competitive Electricity Markets
 Alternative Auction Institutions for Purchasing Electric Power: An Experimental Examination
 Financial Methods in Competitive Electricity Markets
 The interaction between the EU emissions trading scheme and energy policy instruments in the Netherlands
 China's Energy Security and the Taiwan Factor
 Can Biofuels Become a Global Industry?: Government Policies and Trade Constraints
 Kazakhstan's expanding cross-border gas links
 Reform of the Turkish electrical energy sector: basic principles and interim results
 Power to the people
 Gas hubs jockey for position
 A coal revival in the Benelux?
 Market Power in the German Wholesale Electricity Market - An Analysis of Marginal Costs and Prices
 The impact of energy derivatives on the crude oil market
 Gas liberalization in Europe, an empty promise?
 Financial Risks for Green Electricity Investors and Producers in a Tradable Green Certificate Market
 California's electricity crisis
 Towards more transparency in the Dutch electricity sector
 The deregulation that wasn't

Blogs

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 Adam Bickford
 Adriaan de Lange
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 Alain Galli
 Alain McNee
 Alberto Zucca
 Alex Peterson
 Alexander Weiss
 Alfredo Ibanez
 Alvaro Escribano
 Andrea Gamba
 Anne Ku
 Apostolos Serletis
 arqam al-rabbaie
 Arvind Sarin
 Aurelian Trondle
 Babara Long
 Bruno Abriata
 Bryan Routledge
 Carlos Blanco
 Chenjerai Maponga
 Chris Strickland
 Chung-Li Tseng
 Claudio Pizzi
 Craig Pirrong
 Cyriel de Jong
 david sun
 Derek Bunn
 Doug Gardner
 Duane Chapman
 Eduardo Schwartz
 Eli Ramos
 Emmanuelle Clement
 Felix Musgens
 Fidela Morrison
 Floris van Foreest
 Francis Longstaff
 Francisco J Nogales
 Gary Emery
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 Gianfranco Chicco
 Giovanni Barone-Adesi
 Grace Lo
 Guy Isherwood
 hakim souai
 Hans van Dijken
 Hassan Mohammadi
 Helen Higgs
 Helyette Geman
 Hendrik Bessembinder
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 Hyungsok Ahn
 Ibhar Rojas
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 Jean-Guy Demers
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