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