Quantitative And Empirical Analysis Of Energy Markets
Title | Quantitative And Empirical Analysis Of Energy Markets PDF eBook |
Author | Apostolos Serletis |
Publisher | World Scientific |
Pages | 304 |
Release | 2007-04-27 |
Genre | Business & Economics |
ISBN | 981447617X |
Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:• applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis• presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles• uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities• explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets• applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)
Special Issue: Quantitative Analysis of Energy Markets
Title | Special Issue: Quantitative Analysis of Energy Markets PDF eBook |
Author | |
Publisher | |
Pages | 103 |
Release | 2012 |
Genre | |
ISBN |
Quantitative Analysis of Energy Markets
Title | Quantitative Analysis of Energy Markets PDF eBook |
Author | |
Publisher | |
Pages | 104 |
Release | 2013 |
Genre | |
ISBN |
Quantitative Analysis of Energy Markets
Title | Quantitative Analysis of Energy Markets PDF eBook |
Author | Angelica Gianfreda |
Publisher | |
Pages | |
Release | 2019 |
Genre | |
ISBN |
The Interrelationship Between Financial and Energy Markets
Title | The Interrelationship Between Financial and Energy Markets PDF eBook |
Author | Sofia Ramos |
Publisher | Springer |
Pages | 315 |
Release | 2014-08-09 |
Genre | Business & Economics |
ISBN | 3642553826 |
In the last decade, energy markets have developed substantially due to the growing activity of financial investors. One consequence of this massive presence of investors is a stronger link between the hitherto segmented energy and financial markets. This book addresses some of the recent developments in the interrelationship between financial and energy markets. It aims to further the understanding of the rich interplay between financial and energy markets by presenting several empirical studies that illustrate and discuss some of the main issues on this agenda.
Handbook Of Energy Finance: Theories, Practices And Simulations
Title | Handbook Of Energy Finance: Theories, Practices And Simulations PDF eBook |
Author | Stephane Goutte |
Publisher | World Scientific |
Pages | 827 |
Release | 2020-01-30 |
Genre | Business & Economics |
ISBN | 9813278390 |
Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but also more integrated with other tradable asset classes. More importantly, their large and frequent fluctuations in terms of both prices and volatility, particularly in the aftermath of the global financial crisis 2008-2009, posit difficulties for modeling and forecasting energy price behavior and are primary sources of concerns for macroeconomic stability and general economic performance.This handbook aims to advance the debate on the theories and practices of quantitative energy finance while shedding light on innovative results and technical methods applied to energy markets. Its primary focus is on the recent development and applications of mathematical and quantitative approaches for a better understanding of the stochastic processes that drive energy market movements. The handbook is designed for not only graduate students and researchers but also practitioners and policymakers.
Quantitative Energy Finance
Title | Quantitative Energy Finance PDF eBook |
Author | Fred Espen Benth |
Publisher | Springer Nature |
Pages | 270 |
Release | |
Genre | |
ISBN | 3031505972 |