Energy Markets

Energy Markets

Managing Energy Price Risk (4th edition)

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.

£145.00
Availability: In stock
ISBN
9781782722090
 

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.

More Information
ISBN 9781782722090
Navision code MEP4
Publication date 26 Feb 2016
Size 155mm x 235mm
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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.

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-Varying Relationship 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