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Value at Risk, VaR, risk management, risk measurement, energy industry, oil industry , refining industry, power generation, unbundling, commoditization, Liberalisation, interfuel competition

evaluation, risk management, risk measurement, energy, oil trading, price, price discovery, mark-to-market, forward curve, price normalization, price synchronization, Value-at-Risk, VaR

crude oil markets, refined product markets, petroleum markets, GARCH, Multivariate GARCH, MGARCH, BEKK, Cointegration, VECM, Granger causality, Weakly Exogenity, volatility transmission

spark spread, real options, Margrabe's option model, power generation, electricity markets, electricity pool, electricity assets, merchant power plant, discounted cash flow methodology

gas naturale, natural gas, gas trading, gas transportation, National Balancing Point, NBP, Interconnector, gas shipping, Network Code, entry capacity, OCM, On-the-Day Commodity Market, IPE, International Petroleum Exchange, commodity charge, nomination, System Average Price

Options, Call Options, Put Options, Financing Sources, Black-Scholes, Enterprice Value, Guaranteed Debt, Compound Option

VaR, Value-at-Risk, energy industry, mark-to-market, interfuel competition, oil refining, unbundling, gas trading, power markets

commodity, exchanges, soft commodities, energy products, NYMEX, IPE, crude oil, refined oil products, natural gas, electricity,emission trading, weather derivatives

value-at-risk, VaR, incremental VaR, oil refining industry, crude oil, oil refined products, simple refineries, complex refineries, gross refining margin, oil price formula

electricity, pool, real options, ENEL, Autorita' per l'Energia Elettrica e il Gas, CCGT, Gestore del Mercato Elettrico, Monte Carlo simulation