Applied Quantitative Finance

1 total work

Optimization Methods for Gas and Power Markets

by Stefano Fiorenzani, Enrico Edoli, and Tiziano Vargiolu

Published 15 January 2016

This is a valuable, quantitative guide to the technicalities of optimization methodologies in gas and power markets, and will be of interest to practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling.