Articles & Tech. Reports on Energy Risk


The following list was compiled in a hurry. It will show my biases, my taste (or lack thereof), and most of all, my ignorance. So please, do not hesitate to send me references I overlooked and links I should add.

Survey Articles

Peer Reviewed Technical Articles

Short Articles & Technical Notes

Unpublished Technical Reports 
 

Rene Carmona
Bendheim Center for Finance
Department of Operations Research & Financial Engineering
Princeton University
Princeton, NJ 08544. USA