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projects - Power System Research - Three year plan (2000-2002)

Control and management of financial risk in the electricity market

projects - Power System Research - Three year plan (2000-2002)

Control and management of financial risk in the electricity market

The 2001 activity consists in: The analysis of electricity futures markets in the European continent (Scandinavia and UK) The analysis of pricing models available in the electricity segment. The 2002 activity consists in:
* The verification of financial risk management techniques in the electricity sector.
* The verification of the applicability of traditional Value at Risk (VaR) models.
* The analysis of the correlation between spot and forward prices The analysis of credit risk management techniques in the electricity market.

The 2001 activity consists in: The analysis of electricity futures markets in the European continent (Scandinavia and UK) The analysis of pricing models available in the electricity segment. The 2002 activity consists in:
* The verification of financial risk management techniques in the electricity sector.
* The verification of the applicability of traditional Value at Risk (VaR) models.
* The analysis of the correlation between spot and forward prices The analysis of credit risk management techniques in the electricity market.

Project Acronym

FINRISK

Project start year

2000

Project Duration

36 months

Project Type

Power System Research

Three year plan (2000-2002)