In this chapter we intend to provide the practitioner and academic interested in energy markets with an overview of the most popular risk measures and how they can be utilized for energy assets. These risk measures differ on their construction and focus since risk is not straightforwardly quantified. We discuss the advantages and limitations of each measure and we apply these methods in electricity, natural gas, and crude oil energy assets.
CITATION STYLE
Scholtens, B., & Sklavos, K. (2014). Measuring risk in energy markets. In Perspectives on Energy Risk (Vol. 9783642415968, pp. 51–67). Springer-Verlag Berlin Heidelberg. https://doi.org/10.1007/978-3-642-41596-8_4
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