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 |
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Original Title: | Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo |
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 ; Value of Firms ; Goodwill Q - Agricultural and Natural Resource Economics ; Environmental and Ecological Economics > Q4 - Energy > Q43 - Energy and the Macroeconomy |
Item ID: | 18786 |
Depositing User: | Rafal Weron |
Date Deposited: | 25 Nov 2009 23:50 |
Last Modified: | 28 Sep 2019 18:49 |
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. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/18786 |