Discovery Projects - Grant ID: DP1095177

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP1095177

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

The modelling and estimation of volatility in energy markets. The growing trend of deregulation of energy markets poses important problems for users and suppliers of energy as well as for government policy makers. In particular it has become necessary to manage the risk of unexpected load and price fluctuations. One of the main challenges concerns the extreme volatility of prices and the evaluation of derivative prices and hedging ratios to take account of volatility. The outcomes of project will be of benefit to all participants in Australian energy markets who need to use derivative positions to hedge energy risk. This issue has become important due to the increasing national focus on efficient use of energy resources.

Funded Activity Details

Start Date: 01-01-2010

End Date: 31-12-2013

Funding Scheme: Discovery Projects

Funding Amount: $285,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Financial Econometrics | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Electricity services and utilities |

Other Keywords

Banking, Finance and Investment | Electricity services and utilities | Finance | Finance and investment services | Financial Econometrics | Stochastic Analysis And Modelling

Related Links