|
|
|
|
| LEADER |
02722nmm a2200397 u 4500 |
| 001 |
EB002135151 |
| 003 |
EBX01000000000000001273208 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
221201 ||| eng |
| 020 |
|
|
|a 9789811956034
|
| 100 |
1 |
|
|a Nakajima, Tadahiro
|
| 245 |
0 |
0 |
|a Energy Trading and Risk Management
|h Elektronische Ressource
|b Commentary on Arbitrage, Risk Measurement, and Hedging Strategy
|c by Tadahiro Nakajima, Shigeyuki Hamori
|
| 250 |
|
|
|a 1st ed. 2022
|
| 260 |
|
|
|a Singapore
|b Springer Nature Singapore
|c 2022, 2022
|
| 300 |
|
|
|a XVII, 133 p. 58 illus., 35 illus. in color
|b online resource
|
| 505 |
0 |
|
|a Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related commodities
|
| 653 |
|
|
|a Risk Management
|
| 653 |
|
|
|a Stochastic Modelling in Statistics
|
| 653 |
|
|
|a Power resources
|
| 653 |
|
|
|a Stochastic models
|
| 653 |
|
|
|a Statistics
|
| 653 |
|
|
|a Time-series analysis
|
| 653 |
|
|
|a Time Series Analysis
|
| 653 |
|
|
|a Natural Resource and Energy Economics
|
| 653 |
|
|
|a Statistics in Business, Management, Economics, Finance, Insurance
|
| 653 |
|
|
|a Financial risk management
|
| 653 |
|
|
|a Econometrics
|
| 700 |
1 |
|
|a Hamori, Shigeyuki
|e [author]
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b Springer
|a Springer eBooks 2005-
|
| 490 |
0 |
|
|a Kobe University Monograph Series in Social Science Research
|
| 028 |
5 |
0 |
|a 10.1007/978-981-19-5603-4
|
| 856 |
4 |
0 |
|u https://doi.org/10.1007/978-981-19-5603-4?nosfx=y
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 330.015195
|
| 520 |
|
|
|a 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 andenergy trade
|