Kyos energy consulting
Experts in energy modeling, consulting and training!
KYOS offers specialized advise on trading and risk management in energy markets. Our expert team has years of experience in quantitative modelling and advisory services in commodity markets. Our sophisticated solutions are developed to support decision making, investment proposals and risk calculations. KYOS has a clear focus on the following areas: Products, Consulting and Training.
Visit www.kyos.com for more information about Kys energy consulting or this topic.
Highlights
- Kyos Consulting - News & Highlights
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Article: Gas Storage Trading
A decade of 'Rough' storage trading results
KYOS benchmarked various trading strategies in the UK NBP gas market More...
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Barcelona, 5-6 October 2010
NEW: KYOS Course on power generation assets
KYOS will lead a 2 day training on valuation and hedging techniques for power generation assets More...
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New York, 1-2 December 2010
NEW: KYOS Course on gas flexibility instruments
KYOS will lead a 2 day training on valuation of gas storages and swing contracts More...
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Article: Gas Storage Trading
Publications
Publications
KYOS’s success is largely based on continuous knowledge development. KYOS made various publications in scientific, semi-scientific and practitioners journals, including 'Journal of Derivatives', 'Journal of Business', 'Energy Risk', 'WorldPower', 'Commodities Now', and 'Studies in Non-linear Dynamics and Econometrics'. We occasionally write books, book chapters and reports. Our publications include:
Effective pricing of wind power#
WorldPower, 2008
Hans van Dijken and Cyriel de Jong
www.erasmusenergy.com
The value of starting up the power plant
WorldPower, 2010
Cyriel de Jong, Dirk van Abbema, Henk Sjoerd Los, Hans van Dijken
www.erasmusenergy.com
A decade of 'Rough' storage trading results
KYOS Paper, 2010
Alexander Boogert, Christopher Clancy and Cyriel de Jong
www.erasmusenergy.com
Cointegration between gas and power spot prices
Journal of Energy Markets, 2009
Cyriel de Jong and Stefan Schneider
www.erasmusenergy.com
Realistic power plant valuations
WorldPower, 2010
Cyriel de Jong, Dirk van Abbema, Henk Sjoerd Los, Hans van Dijken
www.erasmusenergy.com
A decade of 'Rough' storage trading results
KYOS Paper, 2010
Alexander Boogert, Christopher Clancy and Cyriel de Jong
www.erasmusenergy.com
Cointegration between gas and power spot prices
Journal of Energy Markets, 2009
Cyriel de Jong and Stefan Schneider
www.erasmusenergy.com
Realistic power plant valuations
WorldPower, 2009
Henk Sjoerd Los, Hans van Dijken and Cyriel de Jong
Effective pricing of wind power#
WorldPower, 2008
Hans van Dijken and Cyriel de Jong
www.erasmusenergy.com
Gas storage valuation using a Monte Carlo methodJournal of Derivatives, 2008Alexander Boogert and Cyriel de JongThe nature of power spikes – a regime switch approachStudies in non-linear dynamics and econometrics, 2006Cyriel de Jong
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Managing energy price risk
chapters dealing with the management of gas storage and
emission trading
Editor Vincent Kaminski, Risk Books, London, 2004
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A guide to emissions trading
risk management and business implication
Cyriel de Jong and Kasper Walet, Risk Books, London, 2004
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Stock market quality in the presence of a traded optionJournal of Business, 2006Cyriel de Jong, Charles Schnitzlein and Kees KoedijkOption formulas for power prices with spikesERIM research paper, 2004Cyriel de Jong