Author Description

Pt. I. Modeling and forecasting approaches -- ch. 1. Evolution of forecasting techniques for dynamic energy markets -- ch. 2. Econometric modeling of the world oil market as a dynamic game -- ch. 3. Forecasting the return volatility of energy prices: a GARCH-MIDAS approach -- ch. 4. Bayesian approach to energy load forecast with neural networks -- ch. 5. Electricity market coupling in Europe: status quo and future challenges -- ch. 6. Spatial econometrics in electricity markets research - ch. 7. An investigation into dynamics, elasticity and asymmetry for residential natural gas markets -- pt. II. Volatility and jump modeling -- ch. 8. Applied models of heavy tails and skewness in energy prices with an application to electricity price risk -- ch. 9. Jumps in energy commodity markets -- ch. 10. What is the probability of an electricity price spike? Evidence from the UK power market -- ch. 11. Stochastic modeling and pricing of energy markets' contracts with local stochastic delayed and jumped volatilities -- ch. 12. Volatility spillover effects in the oil and financial market: cross-hedging in the US oil market and the energy pipeline sector -- ch. 13. Analysis of NCG prices under different shapes of oil price recovery with a worldwide gas market model -- pt. III. Regulation, risk management and network system -- ch. 15. Optimal design of energy distribution network using power flow controller -- ch. 16. The troubled path toward greater transparency as a means to foster good corporate governance and fight against corruption in the energy sector -- ch. 17. The hidden role of civil liability in the electronuclear industry: accident costs, insurance and industrial organization -- ch. 18. Estimation of the hotelling rule for oil under stochastic investment opportunities -- pt. IV. Environmental, green and renewable energy -- ch. 19. Financing the reduction of greenhouse gas emissions: a new allocation system for dependent risks -- ch. 20. Efficiency of source differentia