Natural Gas Storage Valuation
Yun Li, 2009More than 10 items in stock at supplier
Product details
The textbook "Natural Gas Storage Valuation" by Yun Li provides a comprehensive analysis of the valuation of natural gas storage facilities. It addresses the complex challenges associated with price and optimization modeling. The book assumes that both forward and spot prices follow a geometric Brownian motion process, with spot price expectations varying monthly. The valuation approaches presented include various methods, such as intrinsic rolling with spot and forward prices, as well as Monte Carlo simulations. These methods allow for a nuanced examination of price development and its impact on storage valuation. The results highlight that numerous factors, such as the structure of forward prices and price volatility, can significantly influence the valuation of natural gas storage facilities. This book is aimed at professionals and students in the fields of economics and law who wish to develop a deeper understanding of the economic aspects of natural gas storage.
topic | Economy & Law |
Author | Yun Li |
Book cover | Paperback |
Year | 2009 |
Item number | 55204841 |
Publisher | VDM |
Category | Reference books |
Release date | 4.3.2025 |
topic | Economy & Law |
Author | Yun Li |
Year | 2009 |
Book cover | Paperback |
Year | 2009 |
CO₂-Emission | |
Climate contribution |
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