书目名称 | Optimization Methods for Gas and Power Markets |
副标题 | Theory and Cases |
编辑 | Enrico Edoli,Stefano Fiorenzani,Tiziano Vargiolu |
视频video | |
概述 | The first of a number of new, cuttingedge references for the risk and pricing methodologies for the energy sector.Written by an author team with academic and industry experience, bringing together ind |
丛书名称 | Applied Quantitative Finance |
图书封面 |  |
描述 | As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value chain, from investments selection to asset optimization, trading and sales. Optimization techniques can be used in many different fields of the energy industry, in order to reduce production and financial costs, increase sales revenues and mitigate all kinds of risks potentially affecting the economic margin. For this reason the industry has now focused its attention on the general concept of optimization and to the different techniques (mainly mathematical techniques) to reach it..Optimization Methods for Gas and Power Markets. presents both theoretical elements and practical examples for solving energy optimization issues in gas and power markets. Starting with the theoretical framework and the basic business and economics of power and gas optimization, it quickly moves on to review the mathematical optimization problems inherent to the industry, and their solutions – all supported with examples from the energy sector. Coverage ranges from very long-term (and capital intensive) optimiza |
出版日期 | Book 2016 |
关键词 | algorithms; dynamic programming; dynamics; energy; incomplete markets; linear optimization; modeling; nonli |
版次 | 1 |
doi | https://doi.org/10.1057/9781137412973 |
isbn_ebook | 978-1-137-41297-3Series ISSN 2947-700X Series E-ISSN 2947-7018 |
issn_series | 2947-700X |
copyright | The Editor(s) (if applicable) and The Author(s) 2016 |