Quantitative tools for energy risk management

能源风险管理的定量工具

• 批准号: 238567-2013
• 负责人: Ware, Antony
• 金额: $ 1.09万
• 依托单位: University of Calgary
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2013
• 资助国家: 加拿大
• 起止时间: 2013-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=524376
• 关键词: Quantitative; tools; energy; risk; management

In a world where the environmental costs of energy production are increasingly being recognised and accounted for, it is becoming more and more important to encourage investment in clean and efficient production technologies. The role of energy-related markets - power markets, emissions markets, gas markets and others - is key. My research programme is concerned with the development of mathematical and computational models - with a sound economic basis - that seek to provide tools for studying these markets. Such tools can be used to help understand and manage the risks arising from the uncertainty inherent in future market behaviour.

在一个能源生产的环境成本日益得到承认和核算的世界里，鼓励对清洁和高效生产技术的投资变得越来越重要。与能源有关的市场-电力市场、排放市场、天然气市场和其他市场-的作用至关重要。我的研究计划涉及数学和计算模型的发展-具有良好的经济基础-旨在为研究这些市场提供工具。这些工具可用于帮助理解和管理未来市场行为固有的不确定性所产生的风险。