Téléchargez le livre : Energy Trading and Risk Management

Energy Trading and Risk Management

Commentary on Arbitrage, Risk Measurement, and Hedging Strategy de

,

Éditeur :

Springer


Collection :

Kobe University Monograph Series in Social Science Research

Paru le : 2022-11-03

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Description

This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices of energy trading and risk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation, multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models, exponential GARCH (EGARCH) models, optimal hedge ratio, copula, value-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets and energy trade.
Pages
133 pages
Collection
Kobe University Monograph Series in Social Science Research
Parution
2022-11-03
Marque
Springer
EAN papier
9789811956027
EAN PDF
9789811956034
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
5837 Ko
Prix
105,49 €
EAN EPUB
9789811956034
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
17562 Ko
Prix
105,49 €

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