Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk. Statistical ideas are presented by outlining the necessary concepts and illustrating how these ideas can be implemented. This is the first energy risk book on the market to focus specifically on the role of statistical methods. Its practical approach makes the book a very useful reference and an interesting read.

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NIGEL DA COSTA LEWIS is a Professional Writer who has many years work experience in quantitative, econometric and statistical methods. He has worked in the City of London, on Wall Street and in academia. Dr Lewis is the author of a number of books for risk managers, including Operational Risk with Excel and VBA (Wiley) and the classic text Market Risk Modelling (Risk Books). He also holds an award winning PhD from the University of Cambridge and four Master's degrees in Statistics, Economics, Finance, and Advanced Computer Science, all from the University of London, UK.

Bibliographic Information

Book Title: Energy Risk Modeling
Book Subtitle: Applied Modeling Methods for Risk Managers
Authors: Nigel Costa Lewis
Series Title: Finance and Capital Markets Series
DOI: https://doi.org/10.1057/9780230523784
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2005
Hardcover ISBN: 978-1-4039-3400-0Published: 21 June 2005
eBook ISBN: 978-0-230-52378-4Published: 21 June 2005
Series ISSN: 2946-2010
Series E-ISSN: 2946-2029
Edition Number: 1
Number of Pages: XIX, 247
Topics: Business Finance, Risk Management, Investments and Securities
Industry Sectors: Finance, Business & Banking

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Table of contents (13 chapters)

Front Matter

The Statistical Nature of Energy Risk Modeling

Statistical Foundations of Energy Risk Modeling

Front Matter

Applied Modeling: Techniques and Applications

Front Matter

Back Matter

About this book

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About the author

Bibliographic Information

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