Reports, Presentations and Publications

Presentations

  • The valuation of electricity cap contracts E Tonkes, QANZIAM, November 2008 Abstract

  • The Carbon Challenge A Macleod, Finance and Treasury Association Conference, November 2007 Abstract

  • Applications of the Singular Value Decomposition in Energy Markets E Tonkes, QANZIAM, October 2007 Abstract

  • Carbon Trading and Correlation Complications A Macleod, Queesland Gas and Power Conference, September 2007, Abstract PowerPoint Slide Show

  • Water and Energy markets – what are the connections?, A Macleod, Energy Users Association of Australia, 18 April 2007, Abstract PowerPoint Slide Show

  • Derivative pricing and trading strategies, E Tonkes, AMSI Workshop: The mathematics of electricity pricing and supply, April 2007, Abstract PowerPoint Slide Show Part I PowerPoint Slide Show Part II

  • Mitigating risks in changed energy market conditions, A Macleod, Queensland Power Conference 2006, 31 October 2006

  • Mathematical Problems arising in the National Electricity Market, E Tonkes, QANZIAM 2006 Conference, 9 September 2006, Abstract

  • Hedging schemes and risk reduction, A Macleod, IIR Conference, 15 June 2006, Abstract

Academic Publications

  • Economically Optimal Water Management Strategies, E Tonkes and D Lesmono, (in preparation) Abstract

  • Opportunistic timing and manipulation in Australian Federal elections, D Lesmono, E Tonkes and K Burrage, European Journal of Operations Research (to appear), Abstract

  • A moment matching approach to the valuation of a volume weighted average price option, A. Stace, International Journal of Theoretical and Applied Finance (10), pp 95-110, 2007, Abstract

  • Optimising strategies in tennis, warfare and ohter hierarchical contests, T. Barnett, V. Ejov and E. Tonkes, Proceedings of 2003 Mathematics in Industry Study Group, published 2008. Abstract

Commercial Reports

  • Commercial in confidence. Energy Edge personnel have delivered a large number of commercial in confidence reports on commercial and market analysis.

  • Positive Flow Clamping Abstract

Public Reports

  • Electricity infrastructure need not be so costly, E Tonkes, Aust Fin Review, October 7 2006, pp63 Abstract

  • Volatility conventions in electricity markets, A Macleod and E Tonkes, October 2006, Abstract

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