The Predictive Content Of Energy Futures
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The Predictive Content Of Energy Futures
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Author : Menzie David Chinn
language : en
Publisher:
Release Date : 2005
The Predictive Content Of Energy Futures written by Menzie David Chinn and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Futures categories.
"This paper examines the relationship between spot and futures prices for energy commodities (crude oil, gasoline, heating oil markets and natural gas). In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot prices. We find that while futures prices are unbiased predictors of future spot prices, with the exception those in the natural gas markets at the 3-month horizon. Futures do not appear to well predict subsequent movements in energy commodity prices, although they slightly outperform time series models"--National Bureau of Economic Research web site.
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.
Routledge Handbook Of Energy Economics
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Author : Uğur Soytaş
language : en
Publisher: Routledge
Release Date : 2019-09-23
Routledge Handbook Of Energy Economics written by Uğur Soytaş and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-23 with Business & Economics categories.
Energy consumption and production have major influences on the economy, environment, and society, but in return they are also influenced by how the economy is structured, how the social institutions work, and how the society deals with environmental degradation. The need for integrated assessment of the relationship between energy, economy, environment, and society is clear, and this handbook offers an in-depth review of all four pillars of the energy-economy-environment-society nexus. Bringing together contributions from all over the world, this handbook includes sections devoted to each of the four pillars. Moreover, as the financialization of commodity markets has made risk analysis more complicated and intriguing, the sections also cover energy commodity markets and their links to other financial and non-financial markets. In addition, econometric modeling and the forecasting of energy needs, as well as energy prices and volatilities, are also explored. Each part emphasizes the multidisciplinary nature of the energy economics field and from this perspective, chapters offer a review of models and methods used in the literature. The Routledge Handbook of Energy Economics will be of great interest to all those studying and researching in the area of energy economics. It offers guideline suggestions for policy makers as well as for future research.
Derivatives Pricing And Modeling
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Author : Jonathan Batten
language : en
Publisher: Emerald Group Publishing
Release Date : 2012-07-02
Derivatives Pricing And Modeling written by Jonathan Batten and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-02 with Business & Economics categories.
Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
The Handbook Of Commodity Investing
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2008-06-02
The Handbook Of Commodity Investing written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-06-02 with Business & Economics categories.
Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.
Measures Of Fiscal Risk In Hydrocarbon Exporting Countries
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Author : Carlos Caceres
language : en
Publisher: International Monetary Fund
Release Date : 2012-10-30
Measures Of Fiscal Risk In Hydrocarbon Exporting Countries written by Carlos Caceres and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-30 with Business & Economics categories.
The recent relatively high levels of global oil prices have led to a significant improvement in the public finances of several hydrocarbon-exporting countries. However, despite the increase in fiscal buffers, medium-term risks remain high. Fiscal vulnerabilities have increased as a consequence of the substantial spending packages that have been implemented in recent years. This has raised break-even prices—that is, the price levels that ensure that fiscal accounts are in balance at a given level of spending—in these countries. This study analyses such risks and develops measures of fiscal risk stemming from oil price fluctuations. An empirical application to hydrocarbon-exporting countries from the Middle East and North Africa region is included. Additionally, it is noted that countries with large net assets and proven oil reserves are much less vulnerable to fiscal risk than is indicated by standard measures based on break-even prices.
Measuring Oil Price Shocks Using Market Based Information
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Author : Tao Wu
language : en
Publisher: DIANE Publishing
Release Date : 2010-10
Measuring Oil Price Shocks Using Market Based Information written by Tao Wu and has been published by DIANE Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10 with Technology & Engineering categories.
The authors study the effects of oil-price shocks on the U.S economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, they classify them into various event types. They then develop measures of exogenous shocks that avoid endogeneity and predictability concerns. Estimation results indicate that oil-price shocks have had substantial and statistically significant effects during the last 25 years. In contrast, traditional vector auto-regression (VAR) approaches imply much weaker and insignificant effects for the same period. This discrepancy stems from the inability of VARs to separate exogenous oil-supply shocks from endogenous oil-price fluctuations driven by changes in oil demand. Illustrations.
The Effects And Consequences Of Migration And Immigration On The Lebanese Economy And Tourism Sector
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Author : Mohammad Makki
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2018-07-27
The Effects And Consequences Of Migration And Immigration On The Lebanese Economy And Tourism Sector written by Mohammad Makki and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-27 with Social Science categories.
This book tackles several important and timely topics with regards to Lebanon, especially after the Syrian conflict. The contributions here analyse the situation of the internal and external Lebanese economy and tourism, and shed light on the causes and effects of migration and immigration. The articles provide detailed insight into private and public policies, and offer a holistic analysis that enables the reader to benefit from their suggested recommendations. The book can be used as a reference book for scholars and practitioners in the public and private sectors interested in Middle Eastern politics, economics forecasting, marketing and tourism studies. The articles were originally presented and discussed at the Second Local Economics and Tourism Conference held in May 2017 at the Lebanese International University.
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.
Energy Futures
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Author :
language : en
Publisher:
Release Date : 1984
Energy Futures written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with categories.