Stochastic Modeling of Electricity and Related Markets pdf epub mobi txt 电子书 下载 2026

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出版者:

作者:Koekebakker, Steen

出品人:

页数:337

译者:

出版时间:

价格:$ 158.20

装帧:

isbn号码:9789812812308

丛书系列:

图书标签:

• 电力市场
• 随机建模
• 能源经济
• 金融工程
• 概率论
• 统计建模
• 电力系统
• 市场分析
• 运筹学
• 风险管理

Electricity and Energy Markets: Dynamics, Analytics, and Future Trends This book offers a comprehensive exploration of the intricate world of electricity and energy markets, delving into their fundamental principles, operational complexities, and the evolving landscape driven by technological advancements and policy shifts. It provides a structured framework for understanding the multifaceted nature of these critical sectors, from the generation of power to its delivery and consumption. The initial chapters lay the groundwork by examining the historical development and current structure of electricity markets. We will trace the transition from vertically integrated monopolies to liberalized, competitive environments, analyzing the motivations behind these reforms and their diverse implementations across different regions. Key market designs, such as pool-based systems, bilateral contracts, and nodal pricing, will be dissected, highlighting their respective strengths, weaknesses, and impacts on market participants. The economic forces shaping supply and demand in electricity – including price elasticity, peak load management, and the unique characteristics of perishable electricity – will be thoroughly investigated. A significant portion of the book is dedicated to the analytical tools and methodologies employed in understanding and forecasting market behavior. This includes an in-depth look at econometric models for price forecasting, considering factors like weather, fuel costs, generator outages, and regulatory changes. We will explore the application of optimization techniques in generation scheduling, transmission congestion management, and trading strategies. Furthermore, the book will introduce concepts of market power, its detection, and mitigation strategies, providing insights into how regulators and market operators ensure fair competition. The integration of renewable energy sources presents both opportunities and challenges for electricity markets. This section will analyze the impact of intermittent generation from solar and wind power on system stability, price volatility, and the need for ancillary services. We will discuss advanced grid management techniques, such as demand response programs, energy storage solutions, and smart grid technologies, and their role in facilitating a cleaner and more resilient energy system. The economic implications of carbon pricing mechanisms, renewable energy mandates, and the decarbonization of the energy sector will be a central theme. Beyond electricity, the book broadens its scope to encompass related energy markets, including natural gas, coal, and oil. The interdependencies between these markets and their influence on electricity prices will be examined. Understanding these interconnections is crucial for a holistic view of energy economics and policy. We will explore how fuel supply disruptions, geopolitical events, and international trade agreements can ripple through the energy complex. The future of energy markets is characterized by rapid innovation and evolving policy objectives. This book will address emerging trends such as the decentralization of energy production, the rise of electric vehicles and their impact on demand, and the potential of new technologies like hydrogen and advanced nuclear power. The book will also engage with the complexities of cybersecurity in energy infrastructure and the growing importance of data analytics in optimizing market operations. Discussions on the regulatory challenges and policy frameworks needed to navigate these transformations will be presented, fostering a forward-looking perspective. Ultimately, "Electricity and Energy Markets: Dynamics, Analytics, and Future Trends" aims to equip readers with a robust understanding of the forces at play in these vital sectors. Whether you are a student, researcher, industry professional, or policymaker, this book provides the essential knowledge to comprehend the current state and future trajectory of energy markets.

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这本书的排版和图表质量令人印象深刻，清晰的公式编辑和高质量的图形输出，使得那些复杂的动态系统模拟结果得以直观呈现。我尤其留意了关于输电容量不确定性如何影响市场均衡价格的章节，书中引入的博弈论思想与随机过程的结合，提供了一个非常新颖的分析视角。不过，在实际应用案例的深度上，我感觉略有不足，似乎更侧重于理论模型的构建，而对于如何将这些模型部署到实际的电力交易平台中去解决现实中的限电或尖峰负荷问题，着墨不多。例如，当讨论到基于情景模拟的风险管理策略时，我期待看到更具体的蒙特卡洛模拟参数设置和结果的敏感性分析，而不仅仅是理论上的最优条件描述。这本书更像是一本面向高级研究人员的“工具箱”，而不是一本指导工程师解决日常运营挑战的“操作手册”，这点需要潜在读者明确自身的学习目标。

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坦白说，这本书的篇幅和内容广度让人望而生畏，它似乎涵盖了从基础随机过程理论到前沿的随机最优控制在电力系统中的应用等多个领域，展现了作者在跨学科研究上的深厚功底。当我翻到关于可再生能源（如风能和太阳能）出力随机性建模的部分时，我感到非常兴奋，因为这是当前电力市场面临的核心挑战之一。作者在这里采用了一种基于状态空间的马尔可夫切换模型，来捕捉不同天气模式下的系统行为差异，这思路非常巧妙。但同时也带来了一个实际操作的难题：参数估计。书中虽然提到了参数估计的重要性，但对于如何处理大规模、高频的实时数据进行可靠的参数识别，没有提供足够详尽的算法描述或软件实现上的指导，这使得从理论到实践的鸿沟依然存在，让人感觉停留在“数学理想世界”中。

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阅读体验上，这本书的行文风格非常具有学术论文的严谨性，每一个论断后面都紧跟着详尽的数学证明或引用支持，给人一种无懈可击的安全感。我特别欣赏作者在介绍不同随机模型时所展现出的细致入微的比较分析，比如对比了欧式期权定价模型在电力衍生品市场的局限性，并引出了更适合处理非线性效应的Lévy过程的探讨。然而，这种深度也带来了阅读上的“密度”问题，上下文之间信息量极大，章节之间的过渡相对生硬，更像是各个独立研究成果的集合，而非一个流畅讲述的故事线。对于一个试图从零开始理解电力市场随机性的初学者来说，这无疑是一堵高墙，很多基础概念需要读者具备扎实的概率论和测度论背景才能顺利跟进。我希望书中能有更多的“桥梁”性章节，用更直观的语言来解释为什么选择某个特定的随机过程，而不是直接抛出复杂的随机微分方程，让读者能更好地把握这些工具背后的经济学直觉。

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这本书的封面设计给我一种既专业又略带抽象的艺术感，深色的背景配上那些复杂的数学符号和曲线图，立刻就让人意识到这不是一本轻松的读物。我本来是带着一种寻求“硬核”技术知识的心态来翻阅的，期望它能深入剖析电力市场中随机过程的精妙应用，比如如何利用伊藤积分来模拟价格的跳跃和波动。然而，初读之下，我发现它在构建理论框架的严谨性上确实做到了令人称赞的程度，那些关于鞅理论和随机微分方程的铺陈，为后续的实际建模打下了坚实的基础。特别是书中关于波动率建模的部分，引用了大量的经典文献，但阅读过程却也像是在攀登一座技术含量极高的山峰，每一步都需要集中十二分的精神去理解其背后的逻辑推导。对我而言，最大的挑战在于如何将这些纯粹的数学工具与电力系统的具体物理约束和监管环境巧妙地结合起来，书中的某些章节似乎更偏向于纯粹的金融数学，这使得我偶尔会感到一种“理论脱节”的疏离感，期待更多贴近电网运行实际案例的解析，但总体来说，它无疑是一部具有极高学术价值的参考书。

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这本书的权威性毋庸置疑，它无疑是该领域内一个重要的里程碑式的著作，汇集了大量该领域最新的研究成果和方法论。从结构上来看，它遵循了一种非常逻辑化的推进顺序，从时间序列分析的初步探索，逐步过渡到更复杂的随机动态规划问题。我特别喜欢书中对信息不对称在电力市场竞价中的影响分析，利用贝叶斯框架来处理信息不完全性，这种处理方式非常严谨。然而，对于我们这些主要关注市场监管和政策制定的专业人士来说，书中关于市场设计和监管套利风险的讨论稍显不足。我希望看到更多关于激励兼容性机制在随机环境下如何失效或需要如何调整的分析，而不是把精力全部放在模型推导上。总而言之，它是一部需要反复研读、常备案头的学术巨著，但其应用指向性相对比较集中在纯粹的量化分析领域。

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