Energy supply risk premium: Review and methodological framework

Skouloudis, A; Flamos, A; Psarras, J

dc.contributor.author	Skouloudis, A	en
dc.contributor.author	Flamos, A	en
dc.contributor.author	Psarras, J	en
dc.date.accessioned	2014-03-01T02:08:52Z
dc.date.available	2014-03-01T02:08:52Z
dc.date.issued	2012	en
dc.identifier.issn	15567249	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/29737
dc.subject	catastrophe derivatives	en
dc.subject	energy security	en
dc.subject	jump diffusion	en
dc.subject	Poisson process	en
dc.subject	risk premium	en
dc.subject.other	Energy route	en
dc.subject.other	Energy sector	en
dc.subject.other	Energy security	en
dc.subject.other	Energy supplies	en
dc.subject.other	European Countries	en
dc.subject.other	Flow of energy	en
dc.subject.other	Jump diffusion	en
dc.subject.other	Methodological frameworks	en
dc.subject.other	Poisson process	en
dc.subject.other	Risk management techniques	en
dc.subject.other	Risk parameter	en
dc.subject.other	risk premium	en
dc.subject.other	Poisson distribution	en
dc.subject.other	Risk management	en
dc.subject.other	Energy policy	en
dc.title	Energy supply risk premium: Review and methodological framework	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/15567240903047830	en
heal.identifier.secondary	http://dx.doi.org/10.1080/15567240903047830	en
heal.publicationDate	2012	en
heal.abstract	In this article we explain why traditional risk management techniques in the energy sector are not suitable for constructing and quantifying an Energy Security Index which will incorporate all risk parameters that endanger the uninterrupted flow of energy supplies among the numerous energy routes from their destination to European countries. Following an extensive desktop research we present financial techniques and concepts that provide appropriate methods for constructing such an index. Finally, utilizing some of the concepts already discussed, we present the methodological framework in order to develop an Energy Security Index. Copyright © Taylor & Francis Group, LLC.	en
heal.journalName	Energy Sources, Part B: Economics, Planning and Policy	en
dc.identifier.doi	10.1080/15567240903047830	en
dc.identifier.volume	7	en
dc.identifier.issue	1	en
dc.identifier.spage	71	en
dc.identifier.epage	80	en