Quantitative And Empirical Analysis Of Energy Markets
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Quantitative And Empirical Analysis Of Energy Markets
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Author : Apostolos Serletis
language : en
Publisher: World Scientific
Release Date : 2007-04-27
Quantitative And Empirical Analysis Of Energy Markets written by Apostolos Serletis and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-27 with Business & Economics categories.
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)
Quantitative And Empirical Analysis Of Energy Markets
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Author : Apostolos Serletis
language : en
Publisher: World Scientific
Release Date : 2007
Quantitative And Empirical Analysis Of Energy Markets written by Apostolos Serletis and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.
Bringing together leading-edge research and innovative energy markets econometrics, this book collects the authorOCOs most important recent contributions in energy economics. In particular, the book: . OCo 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. OCo 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. OCo 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. OCo 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. OCo 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)."
Quantitative Analysis Of Energy Markets
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Author :
language : en
Publisher:
Release Date : 2013
Quantitative Analysis Of Energy Markets written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Special Issue Quantitative Analysis Of Energy Markets
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Author :
language : en
Publisher:
Release Date : 2012
Special Issue Quantitative Analysis Of Energy Markets written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Quantitative Analysis Of Energy Markets
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Author : Angelica Gianfreda
language : en
Publisher:
Release Date : 2019
Quantitative Analysis Of Energy Markets written by Angelica Gianfreda and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
Handbook Of Energy Finance Theories Practices And Simulations
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Author : Stephane Goutte
language : en
Publisher: World Scientific
Release Date : 2020-01-30
Handbook Of Energy Finance Theories Practices And Simulations written by Stephane Goutte and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-30 with Business & Economics categories.
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.
Energy Finance
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Author : Chaker Aloui
language : en
Publisher: Authorhouse UK
Release Date : 2010-11
Energy Finance written by Chaker Aloui and has been published by Authorhouse UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11 with Business & Economics categories.
Recent volatility shocks on energy markets, jointly with the increasing uncertainty on international economic and financial environments have led to new approaches in the analysis of energy markets behavior and investment choice in energy sectors. In this perspective, the main purpose of this book is to present some recent developments connected with energy and finance. More precisely, in this book we have attempted to present a balanced account of the relevance new financial theory in explicating some aspects of the energy markets and the application of new econometric methodology. The book contains three parts dealing with three complementary issues of energy markets. The first two parts are focused on forecasting energy commodities price volatilities, the dynamic relationship between international energy markets and stock markets, and energy risk valuation. The third part is quite different and deals with the investment choice problem under the assumption of uncertainty costs in the Tunisian energy industry. The first edition of this book developed out of various research projects we have been involved over the last year in the International Finance Group -Tunisia (El Manar University). This first edition presents some original empirical works focused on four main topics:
Quantitative Energy Finance
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Author : Fred Espen Benth
language : en
Publisher: Springer Nature
Release Date :
Quantitative Energy Finance written by Fred Espen Benth and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
The Interrelationship Between Financial And Energy Markets
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Author : Sofia Ramos
language : en
Publisher: Springer
Release Date : 2014-08-09
The Interrelationship Between Financial And Energy Markets written by Sofia Ramos and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-09 with Business & Economics categories.
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.
Energy Economics And Financial Markets
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Author : André Dorsman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-10-12
Energy Economics And Financial Markets written by André Dorsman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-12 with Business & Economics categories.
Energy issues feature frequently in the economic and financial press. Specific examples of topical energy issues come from around the globe and often concern economics and finance. The importance of energy production, consumption and trade raises fundamental economic issues that impact the global economy and financial markets. This volume presents research on energy economics and financial markets related to the themes of supply and demand, environmental impact and renewables, energy derivatives trading, and finance and energy. The contributions by experts in their fields take a global perspective, as well as presenting cases from various countries and continents.