Managing Energy Price Risk (4th edition)
Managing Energy Price Risk (4th edition)
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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.
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.
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Table of contents
SECTION 1: The Winds of Change
Vincent Kaminski
Jesse H. Jones Graduate School of Business at Rice University
1 May You Live in Interesting Times
David Pruner; Dagney Devlin Pruner
Jesse H. Jones Graduate School of Business at Rice University;
Masters Candidate at the Moody College of Communication
at The University of Texas Austin
2 The Dodd–Frank Act and its Impact on the Energy Industry
Marc Merrill; Daniel A. Mullen
Uniper Global Commodities North America LLC; Steptoe & Johnson LLP
3 Assessing Regulatory Risk
William F. Hederman; Lee-Ken Choo
4 Introduction to Price-Reporting Agencies
Daniel Massey
Argus Media Inc
5 F undamental Data in Energy Markets
Lauren Seliga; Hillary Stevenson; Cory Madden
Genscape
SECTION 2: De velopments in the Energy Markets
Vincent Kaminski
Jesse H. Jones Graduate School of Business at Rice University
6 European and Asian Natural Gas Market Developments– Swamped by the Present?
Michelle Michot Foss; Deniese Palmer-Huggins
Bureau of Economic Geology’s Center for Energy Economics;
The University of Texas at Austin
7 US Natural-Gas Markets
Vincent Kaminski
Jesse H. Jones Graduate School of Business Rice University
8 Managing Oil Price Risk: Dealing with the Time-VaryingRelationship Between the Price of Oil and Fundamentals
Ronald Huisman; Mehtap Kiliç
Energy Global; Energy Finance Institute
9 Electricity Markets: US
Martin Lin
Jesse H. Jones Graduate School of Business at Rice University
10 European Electricity Markets: Part I
Jakub Tomczak, Marcin Walendowski and Jaros?aw Wajer
EY Business Advisory
11 European Electricity Markets: Part II
Jakub Tomczak, Marcin Walendowski and Jaros?aw Wajer
EY Business Advisory
12 Coal
Jay Gottlieb
SECTION 3: The Management of Physical Assets
Vincent Kaminski
Jesse H. Jones Graduate School of Business at Rice University
13 Energy Real Options: Valuation and Operations
Nicola Secomandi; Duane J. Seppi
Tepper School of Business
14 Commodity-Based “Swing” Options
Ehud I. Ronn
Department of Finance University of Texas at Austin
15 G as Storage Pricing and Hedging
Cyriel de Jong
KYOS Energy Consulting
16 V aluation and Risk Management of Physical Assets
Steve Leppard
Noble Group
Section 4: Risk Management
Vincent Kaminski
Jesse H. Jones Graduate School of Business at Rice University
17 Arbitrage-Free Valuation of Energy Derivatives
Kaushik Amin; Victor Ng; and Craig Pirrong
SilverRange Financial Partners; Goldman Sachs; Global Energy Management
Institute at the Bauer College of Business (University of Houston)
18 Introduction to Value-at-Risk
Gianluca Fusai and Laura Ballotta
University of Eastern Piedmont; Cass Business School City University London
19 Introduction to Portfolio Value-at-Risk
Gianluca Fusai; Laura Ballotta
University of Eastern Piedmont; and Cass Business School City University London
20 Introduction to Default Risk and Counterparty Credit Modelling
Laura Ballotta; Gianluca Fusai; Marina Marena
Cass Business School City University London; University of Eastern Piedmont;
University of Turin
21 Credit Risk in Power and Gas Markets
Ellen Lapson; Denise Furey
Lapson Advisory; Regent Square Advisors
22 Credit in the Energy Markets
Craig Enochs
Reed Smith