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Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

risk assessment --- mortgage portfolio --- insider trade --- contagion effect --- risk capital --- liquidity risk --- hedonic modeling --- rolling wavelet correlation --- inverse coefficient of variation --- exchange traded funds --- sovereign risk/debt --- securitized real estate and local stock markets --- portfolio optimization --- portfolio analysis --- risk premium --- performance measurement --- risk analysis --- contagion --- outperformance probability --- Sharpe ratio --- probability of default --- small and medium enterprises --- RAROC --- sovereign defaults --- risk attribution --- multiresolution analysis --- credit ratings --- debt maturity structure --- herding --- asset-backed securities --- modern portfolio theory --- housing segments --- analytic hierarchy process --- African countries --- Asian firms --- decentralization --- credit scoring --- dependence --- mutual funds --- spillover effect --- capital allocation --- copulas --- matched filter --- institutional holding --- crop insurance --- factor investing --- wavelet coherence and phase difference --- risk --- value-at-risk --- rearrangement algorithm

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Electrical power systems are evolving at the generation, transmission, and distribution levels. At distribution level, small generating and storage units—the so-called distributed energy sources (DERs)—are being installed close to consumption sites. The expansion of DERs is empowering renewable energy source integration and, as a consequence, new actors are appearing in electrical systems. Among them, the prosumer is a game-changer; the fruit of the behavior transformation of the consumer who has not only the ability to consume power but also to produce it. Microgrids can be understood as DER installations that have the capability of both grid-connected and grid-isolated operation. During the last decades, there has been a significant deployment of microgrids (e.g., in countries like the United States, Switzerland, and Denmark) and a consequent increase in renewable energy generation. This is contributing to the decarbonization of electrical power systems. However, the variability and intermittency of renewable sources introduce uncertainty, which implies a more complex operation and control. Taking into account that existing and future planned microgrids are being/going to be interconnected to the current electrical network, challenges in terms of design, operation, and control at power system level need to be addressed, considering existing regulations.

energy management system --- buck-boost converter --- generic object oriented substation event (GOOSE) communication --- stochastic optimization --- optimal dispatch --- decision tree --- coordinated control --- optimization --- congestion problems --- distributed optimization --- IEC 61850 Standard --- distributed energy resources (DERs) --- technical and economic optimization --- reliability evaluation --- power quality disturbances --- renewable --- DC microgrid --- HESS --- ruleless EV --- extension theory --- network planning --- integrated electrical and thermal grids --- reliability --- photovoltaic feasibility --- flexibility --- microgrid test facility --- microgrid --- multiresolution --- small-scale standalone microgrid --- IEC 61850 --- direct search method (DSM) --- maximum electrical efficiency --- load frequency control (LFC) --- droop control --- flexible generation --- grid independence --- frequency control --- particle swarm optimization --- battery storage --- microgrid stability controller (MSC) --- doubly fed induction machine --- coordinative optimization of energy --- power distribution --- hierarchical control scheme --- grounding --- operation --- electric energy market --- nonlinear programming --- cost and life --- total sliding-mode control --- distributed energy resource --- vehicle information system --- peak-cut --- smoothing wind power --- genetic algorithm --- medium-voltage networks --- vehicle-to-grid --- devices scheduling --- microgrids --- energy storage --- electric vehicle --- energy efficiency --- active filter --- embedded system --- multivariable generalized predictive control (MGPC) --- load power sharing --- flywheel energy storage (FES) --- renewable sources --- telecommunication power management --- micro-grid --- smart inverter --- distributed generation --- storage systems --- electric vehicle (EV) --- microgrid (MG) --- mesh configuration --- residential users --- renewable energy source --- radial configuration --- S-transform --- optimal power flow --- solid oxide fuel cell --- vehicle-to-grid (V2G) --- communication delay --- current harmonic reduction --- smart grids --- inrush current --- flexible and configurable architecture --- optimal capacity --- ESS effective rate --- smart grid --- multi-agent --- distributed energy resources --- regular EV --- peak-shift --- datacenter --- deterministic optimization --- plug and play --- chaos synchronization detection --- residential power systems --- power quality --- combined power generation system --- DC distribution --- isolated grid --- coordinated control strategy --- DC architectures --- predictive control --- demand-side management --- distributed generation (DG) --- curtailment