Overview of Some Recent Results in Energy Market Modelling and Clean Energy Vision in Canada
| Author | : Anatoliy V. Swishchuk |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2022 |
| ISBN-10 | : OCLC:1378806573 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Download or read book Overview of Some Recent Results in Energy Market Modelling and Clean Energy Vision in Canada written by Anatoliy V. Swishchuk and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper overviews our recent results in energy market modelling, including: option pricing formula for a mean-reversion asset; variance and volatility swaps in energy markets; applications of weather derivatives in energy markets; pricing crude oil options using L evy processes; energy contracts modelling with delayed and jumped volatilities; applications of mean-reverting processes in Alberta energy markets; Aaternatives to Black- 76 model for options valuation of futures contracts. We will also consider the clean renewable energy prospective in Canada, and, in particular in Alberta and Calgary.
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