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Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo

Weron, Rafal (2008): Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo. Published in: Materiały II Ogólnopolskiej Konferencji "Polska Elektroenergetyka - Realia, Problemy, Dylematy" (2008)

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Abstract

"Power security" is a term inevitably related to "risk" and "risk management". Sound risk management practices will not only lead to more financially stable performance of the power sector, but also to a more secure power system. In this article we comment on integrated risk management and its implementation in power market companies.

Item Type:MPRA Paper
English Title:Power security: Risk > Risk management > Security
Language:Polish
Keywords:power security; risk management; Cash Flow at Risk
Subjects:G - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics > Q4 - Energy > Q43 - Energy and the Macroeconomy
ID Code:18786
Deposited By:Rafal Weron
Deposited On:26. Nov 2009 00:50
Last Modified:01. Dec 2009 08:56
References:

1. M. Burger, B. Graeber, G. Schindlmayr (2007) Managing Energy Risk: An Integrated View on Power and Other Energy Markets, Wiley.

2. A. Eydeland, K. Wolyniec (2003) Energy and Power Risk Management, Wiley.

3. T.T. Kaczmarek (2005) Ryzyko i zarządzanie ryzykiem, Difin.

4. A.J. McNeil, R. Frey, P. Embrechts (2005) Quantitative Risk Management: Concepts, Techniques and Tools, Princeton University Press.

5. D. Michalski, B. Krysta, P. Lelątko (2004) Zarządzanie ryzykiem na rynku energii elektrycznej, Instytut Doskonalenia Wiedzy o Rynku Energii.

6. A. Weron, R. Weron (2000) Giełda energii. Strategie zarządzania ryzykiem, CIRE.

7. R. Weron (2006) Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach, Wiley.

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