"\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetice" . "10"^^ . "2005-05-30+02:00"^^ . "2"^^ . "Options; weather risk derivates; energy risk"@en . . "6th International Scientific Conference Electric Power Engineering 2005" . "[D378BDAB8CC2]" . . "2"^^ . "Z(MSM6198910007)" . "Zme\u0161kal, Zden\u011Bk" . "Energy risk management"@en . "Ostrava, \u010Cesk\u00E1 republika" . . . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . "Financial risk management in the energy sector after liberalisation is new task for financial decision-making and analysis. One of the financial instruments applied for managing and hedging the financial risk is weather derivative. These financial derivatives are based on the temperature as underlying random factor. These instruments are useful for application in energy sector because of the energy consumption and production depends on weather conditions. Methods of apprising are discussed in the paper. Typology of the derivatives, apprising methods, parameters of weather derivatives is explained and presented. Simulation Monte-Carlo method is applied, and apprising under risk neutral probability is described and explained. Specifics of weather derivatives are introduced including stochastic processes of temperature and simulation valuation methods as well."@en . "RIV/61989100:27510/05:00012295" . . . . "RIV/61989100:27510/05:00012295!RIV10-MSM-27510___" . . "\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetick\u00E9m sektoru po liberalizaci je nov\u00FDm \u00FAkolem pro finan\u010Dn\u00ED rozhodov\u00E1n\u00ED a anal\u00FDzy. Jeden z finan\u010Dn\u00EDch instrument\u016F pou\u017E\u00EDvan\u00FDch pro \u0159\u00EDzen\u00ED a zaji\u0161t\u011Bn\u00ED finan\u010Dn\u00EDho rizika je deriv\u00E1t na po\u010Das\u00ED. Tyto finan\u010Dn\u00ED deriv\u00E1ty jsou zalo\u017Eeny na teplot\u011B jako podkladov\u00E9m n\u00E1hodn\u00E9m faktoru. Tyto instrument jsou vhodn\u00E9 pro pou\u017Eit\u00ED v energetick\u00E9m sektoru z toho d\u016Fvodu, \u017Ee produkce a spot\u0159eba energie z\u00E1visej\u00ED na podnebn\u00EDch podm\u00EDnk\u00E1ch. V tomto \u010Dl\u00E1nku je sezn\u00E1meno s diskutovan\u00FDmi metodami, typologi\u00ED deriv\u00E1t\u016F. Jsou vysv\u011Btleny a presentov\u00E1ny parametry deriv\u00E1t\u016F na po\u010Das\u00ED. D\u00E1le je pou\u017Eita simulace Monte-Carlo a jsou pops\u00E1ny rizikov\u011B neutr\u00E1ln\u00ED pravd\u011Bpodobnosti. Rovn\u011B\u017E jsou zm\u00EDn\u011Bna specifika deriv\u00E1t\u016F na po\u010Das\u00ED, v\u010Detn\u011B stochastick\u00FDch proces\u016F teplot a metod simulace." . "541193" . "27510" . . . . . "80-248-0842-0" . "Ostrava" . "\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetick\u00E9m sektoru po liberalizaci je nov\u00FDm \u00FAkolem pro finan\u010Dn\u00ED rozhodov\u00E1n\u00ED a anal\u00FDzy. Jeden z finan\u010Dn\u00EDch instrument\u016F pou\u017E\u00EDvan\u00FDch pro \u0159\u00EDzen\u00ED a zaji\u0161t\u011Bn\u00ED finan\u010Dn\u00EDho rizika je deriv\u00E1t na po\u010Das\u00ED. Tyto finan\u010Dn\u00ED deriv\u00E1ty jsou zalo\u017Eeny na teplot\u011B jako podkladov\u00E9m n\u00E1hodn\u00E9m faktoru. Tyto instrument jsou vhodn\u00E9 pro pou\u017Eit\u00ED v energetick\u00E9m sektoru z toho d\u016Fvodu, \u017Ee produkce a spot\u0159eba energie z\u00E1visej\u00ED na podnebn\u00EDch podm\u00EDnk\u00E1ch. V tomto \u010Dl\u00E1nku je sezn\u00E1meno s diskutovan\u00FDmi metodami, typologi\u00ED deriv\u00E1t\u016F. Jsou vysv\u011Btleny a presentov\u00E1ny parametry deriv\u00E1t\u016F na po\u010Das\u00ED. D\u00E1le je pou\u017Eita simulace Monte-Carlo a jsou pops\u00E1ny rizikov\u011B neutr\u00E1ln\u00ED pravd\u011Bpodobnosti. Rovn\u011B\u017E jsou zm\u00EDn\u011Bna specifika deriv\u00E1t\u016F na po\u010Das\u00ED, v\u010Detn\u011B stochastick\u00FDch proces\u016F teplot a metod simulace."@cs . "\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetice" . . . "000262621800074" . "Dluho\u0161ov\u00E1, Dana" . "\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetice"@cs . "\u0158\u00EDzen\u00ED finan\u010Dn\u00EDch rizik v energetice"@cs . . . . "Energy risk management"@en .