Reports, Presentations and Publications
Presentations
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Stochastic Models For Resource Markets E Tonkes, AMSI, July 2009
Abstract PowerPoint Slide Show -
Stochastic Dynamic Programming For Resource Management E Tonkes, AMSI, July 2009
Abstract PowerPoint Slide Show -
Water Constraints and Electricity E Tonkes, AMSI, July 2009
Abstract PowerPoint Slide Show 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
Academic Publications
A Note on the Existence and Uniqueness of a Bounded Mean-Reverting Process, D Lesmono, P Pollett, E Tonkes, K Burrage, Jounal of the Indonesian Mathematical Society, April 2009 Abstract
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 192(2), pp 677-691, 2009, 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
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: Delivered to a consortium of generators for analysis of proposals for revised treatment of negative settlement residues.
Future of the QGS Abstract: Delivered to the QGGF for analysis of the Queensland Gas Scheme in the context of Carbon Pollution Reduction Scheme.