Natural Gas Storage Valuation

Yun Li, 2009
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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.

Key specifications

topic
Economy & Law
Author
Yun Li
Book cover
Paperback
Year
2009
Item number
55204841

General information

Publisher
VDM
Category
Reference books
Release date
4.3.2025

Book properties

topic
Economy & Law
Author
Yun Li
Year
2009
Book cover
Paperback
Year
2009

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