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Bepreisen von Preis- und Mengenrisiken der Strombeschaffung unter Bercksichtigung von Portfolioaspe

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Springer Nature
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N/A
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GTIN
9783834967688
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New
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Vor dem Hintergrund der Erhhung des Preisdrucks und -wettbewerbs bei Grokunden im Strommarkt stehen Energieversorger vor der Herausforderung, ihren Kunden wettbewerbsfhige und gleichzeitig kosten- und risikodeckende Preise anzubieten. Sandra Strohbcker untersucht, inwieweit Portfolioeffekte Einfluss auf die Risikoprmien der Kunden im Portfolio besitzen und wie vorhandene Effekte fr die Preisgestaltung genutzt werden knnen. Hierzu bertrgt sie Methoden der Banken- und Versicherungsbranche zur Risikomessung und -kapitalallokation auf den Strommarkt. Es folgt eine exemplarische Analyse der Risiken und des Portfolioeffektes an einem konkreten Beispielportfolio. Ausgezeichnet mit dem Theodor-Wessels-Preis fr herausragende wissenschaftliche Leistungen im Bereich der Energiewirtschaft.

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