Autor: Kudyba, Dominik - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Fitting baseload and peakload futures contracts to future planned energy demand
Autorzy:: Kudyba, Dominik
Powiązania:: https://bibliotekanauki.pl/articles/584998.pdf
Data publikacji:: 2013
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: electricity
hedging
multicriteria optimization
electricity futures contracts
Opis:: In connection with the ongoing process of liberalization in the Polish electricity market, customer orientation and its needs are becoming an important competitive advantage of electricity trading companies. The aim of this article is an attempt to present and solve the problem of fitting baseload and peakload futures contracts to future planned energy demand as a multicriteria programming problem. Due to the large number of variables and nonsmooth criteria the Monte Carlo simulation was used to solve the problem. The model has been built to minimize price and imbalance volume between future planned demand and standard products able to purchase on the Polish commodity market. Due to future SPOT, the settlement simulation model requires future SPOT prices.
Źródło:: Mathematical Economics; 2013, 9 (16); 29-38
1733-9707
Pojawia się w:: Mathematical Economics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: A Model to Support Negotiations on the Electricity Market
Autorzy:: Kudyba, Dominik
Powiązania:: https://bibliotekanauki.pl/articles/578552.pdf
Data publikacji:: 2016
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Tematy:: Energy market
Liberalization of energy production
Negotiations
Scoring
Liberalizacja energetyki
Negocjacje
Rynek energetyczny
Opis:: Liberalization on the electricity market in Poland is related to the possibility of free choice of electricity supplier. On a liberalized market, suppliers have to compete to gain new customers and retain the old ones. The suppliers have to satisfy the customers’ needs − which are more and more complex − and customize their approach. Therefore, negotiations of electricity sale conditions become an usual practice. The purpose of this study is to propose a way of supporting the negotiation process of electricity sale conditions between a supplier and a customer. To solve this problem, the scoring method has been used.
Źródło:: Multiple Criteria Decision Making; 2016, 11; 104-124
2084-1531
Pojawia się w:: Multiple Criteria Decision Making
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Energy Hedging Using Goal Programming
Autorzy:: Kudyba, Dominik
Powiązania:: https://bibliotekanauki.pl/articles/578520.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Tematy:: Zabezpieczenia energii
Cel programowania
Otwarta pozycja
Energy hedging
Goal programming
Open position
Opis:: Energy volume hedging is nowadays very important due to the current structure of the Polish energy market. Energy buyers plan their future demand, but its structure is very heterogeneous. In most cases, energy sellers can hedge energy by purchasing highly homogeneous futures contracts; thus some part of planned demand can't be effectively hedged. Unhedged open position should be minimized because of unknown cost at time t. The aim of this paper is to propose a model of hedging electricity demand volume which minimizes open position. The problem has been solved using goal programming.
Źródło:: Multiple Criteria Decision Making; 2014, 9; 48-57
2084-1531
Pojawia się w:: Multiple Criteria Decision Making
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Zmiana wartości kapitału ryzyka pod wpływem zastosowania dynamicznego zabezpieczenia opcji zakupu energii elektrycznej
The Change of Capital Risk Value Caused by the Dynamic Security of Electricity Call Options
Autorzy:: Krysta, Bartosz
Kudyba, Dominik
Powiązania:: https://bibliotekanauki.pl/articles/586624.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Tematy:: Energia elektryczna
Opcja kupna
Rynek energetyczny
Ryzyko
Wycena opcji
Call options
Electric power
Energy market
Options pricing
Risk
Opis:: Progressing liberalization and electricity market development in Poland results increase of competitiveness. The new products being offered to customers are increasingly more complex and sophisticated. Accordingly, it requires a challenge for both portfolio and risk management skills. Considering market risk peculiarity within the frame of energy market as well as lack of energy derivatives market - including options contracts, position's hedging becomes very difficult. Hedging efficiency determines risk exposure and furthermore risk capital demand. Dynamic hedging approach described in this paper has been focused especially on short position in call option, written as a compliment - additional value for customer. The main purpose of presented approach is to provide stable enough financial performance and adequate risk's yield premium.
Źródło:: Studia Ekonomiczne; 2013, 155; 495-508
2083-8611
Pojawia się w:: Studia Ekonomiczne
Dostawca treści:: Biblioteka Nauki

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