The markets for electricity, gas and temperature have distinctive features, which provide the foc...

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processe...

P Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twent...

Finance and energy markets have been an active scientific field for some time, even though the...

This monograph presents a theory for random field models in time and space, viewed as stocha...

Power markets are undergoing a major transformation from gas and oil-fueled generation toward ...