Developing forward curve models for power risk management
When a company has excess power generation at its disposal, a natural course of action will be to seek to market that power. However, power markets are notoriously volatile, and this makes the cash flows that result from selling the power unpredictable and hard to plan for. The aim of this project is to help develop models for power forward prices that can be used to help manage this risk.
Voir la description complète du projetTony Ware
Suncor Energy Inc (Calgary, AB)
Mathematics
Mining; Wholesale trade
University of Calgary
Accelerate