Overview of Some Recent Results in Energy Market Modelling and Clean Energy Vision in Canada

Download or read book Overview of Some Recent Results in Energy Market Modelling and Clean Energy Vision in Canada written by Anatoliy V. Swishchuk and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper overviews our recent results in energy market modelling, including: option pricing formula for a mean-reversion asset; variance and volatility swaps in energy markets; applications of weather derivatives in energy markets; pricing crude oil options using L evy processes; energy contracts modelling with delayed and jumped volatilities; applications of mean-reverting processes in Alberta energy markets; Aaternatives to Black- 76 model for options valuation of futures contracts. We will also consider the clean renewable energy prospective in Canada, and, in particular in Alberta and Calgary.