La Gestione Del Rischio Di Prezzo Nella Industria Energetica (Price Risk Management in the Energy Industry)

Energia, Vol. 4, 1999

8 Pages Posted: 26 Jan 2012

See all articles by Alessandro Mauro

Alessandro Mauro

MKS; University of Geneva - Geneva School of Economics and Management

Date Written: October 1, 1999

Abstract

Structural changes affecting the energy industry might lead to more volatile prices, increasing the risk for market actors. This article explains how they will be able to evaluate and control new risk exposure with Value-at-Risk, a recent methodology widely used by financial institutions that can also be applied in the energy industry.

The English version of this paper can be found at http://ssrn.com/abstract=1020917

Note: Downloadable document is in Italian.

Keywords: VaR, Value-at-Risk, energy industry, mark-to-market, interfuel competition, oil refining, unbundling, gas trading, power markets

JEL Classification: Q40, D81

Suggested Citation

Mauro, Alessandro, La Gestione Del Rischio Di Prezzo Nella Industria Energetica (Price Risk Management in the Energy Industry) (October 1, 1999). Energia, Vol. 4, 1999 , Available at SSRN: https://ssrn.com/abstract=1992427

University of Geneva - Geneva School of Economics and Management ( email )

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Bd du Pont-d'Arve 40
Geneva, 1211
Switzerland

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