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Ecole nationale supérieure de l'Énergie, l'Eau et l'Environnement
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Engineering school in energy, water and environment
Our engineering & master degrees
Our engineering & master degrees

> Studies > E3-STU-COURSES

Economy and Financial Markets - WEUS3EFM

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  • Number of hours

    • Lectures : 36.0
    • Tutorials : 10.0
    • Laboratory works : 14.0
    • Projects : 0
    • Internship : 0
    • Written tests : 0
    ECTS : 5.0

Goals

please refer to the 5EUS5EFM module from SEM master.
Some courses are specific to the Master students are are about Sociological aspects of Smart Grids, prosumer engagement and business models

Contact Oana IONESCU

Content



Prerequisites

Tests

Semester 3 - The exam is given in english only 

Continuous assessment as well as exam and labs will be the support of the grading



The final grade is obtained as fallows:
40% DS (60% O.Ionescu, 40% A.Malot)
60% CC (60% O.Ionescu, 40% A.Malot)

Additional Information

Semester 3 - This course is given in english only EN

Curriculum->Master inter SGB->Semester 3

Bibliography

Roggenkamp M. M. et Boisseleau F., 2005, « The regulation of power exchanges in Europe”, volume 2, Intersentia
Borenstein S., 2001, « The trouble with electricity markets (and some solutions) », University of California Energy Institute, Janvier 2001
Geman H., 2002, « Towards a european market of electricity : spot and derivatives trading », Université Paris IX Dauphine et ESSEC, mai 2002
Shahidehour M. et Al, 2002, « Market Operations in Electric Power Systems », Wiley Interscience IEEE
Bunn D., 2004, « Modelling prices in competitive electricity markets », Wiley
Buschnell J. et Stoft S., 1996, « Transmission et generation investment in a competitive electric power industry », University of California Energy Institute, Janvier 1996
Hunt S, 2002, « Making competition work in electricity », Wiley Finance
Fusaro PC et Wilcox J., 2000, "Energy derivatives: Trading emerging markets", Global Change Associates, Inc. (New York: Energy publishing Enterprises)
Hull, J., "Options, futures et autres actifs dérivés", 5ième édition, Pearson education
Bellalah M., "Gestion de portefeuilles - Analyse quantitative de la rentabilité et des risques", Pearson education
Kholb R.W, Overdhal J.A, "Understanding Futures Markets", 6th Edition, Blackwell publishing BUSCHNELL
Min Liu and Felix F. Wu, « Managing Price Risk in a Multimarket Environment », IEEE Transactions on Power Systems, Vol. 21, n°. 4, November 2006

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Date of update February 8, 2017

Grenoble INP Institut d'ingénierie Univ. Grenoble Alpes