Modeling the dynamics of energy markets is a challenging task, as the latter has become more complex and more integrated with other financial markets following their financialization since 2004. The book aims to advance the debate on Quantitative Energy Finance and to foster the development and applications of mathematical and quantitative approaches for a better understanding of the stochastic processes that drive energy market movements. It is timely and relevant book with up-to-date views of all innovative results and technical methods applied to energy markets. The targeted audience include not only graduate students, researchers, practitioners and policymakers.
Guest-editors: Stephane Goutte & Duc Khuong Nguyen
Publisher: World Scientific Publishing
Call for chapters: Link