Reports, Presentations and Publications

Presentations

• 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.

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

Archive of Presentations and Reports