Articles & Tech. Reports on Energy Risk

Books on Energy Risk & Weather Derivatives

Here is a tentative list of some introductory books on Energy Risk I took the freedom to comment on some of the books I read. My personal remarks appear in italic after the book citation. Feel free to add to this list by sending me your comments and references I overlooked.

A case in point: Risk Publications has a series of books on energy and electricity trading. Their prices are outrageous and I cannot afford to own any of them (here is an academic perspective for you), so they are mostly ignored in the first draft of this compilation. Those of you who can afford them, and think that they should be added to the list, please feel free to send me material.

General Introduction to the Economics of Energy Risk

Mathematical Textbooks

Weather Derivatives

Conference Proceedings & Edited Chapter Books

Journals & Magazines on Energy Risk

Technical papers in quantitative finance dealing with the energy markets are usually published in financial engineering journals. A good feel of these markets can be derived from regular readings of monthly magazines such as:

Rene Carmona
Bendheim Center for Finance
Department of Operations Research & Financial Engineering
Princeton University
Princeton, NJ 08544. USA