Nicht aus der Schweiz? Besuchen Sie lehmanns.de
Für diesen Artikel ist leider kein Bild verfügbar.

Quantitative And Empirical Analysis Of Energy Markets

Apostolos Serletis (Herausgeber)

Buch | Softcover
304 Seiten
2007
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-320-338-9 (ISBN)
CHF 83,80 inkl. MwSt
  • Versand in 10-20 Tagen
  • Versandkostenfrei
  • Auch auf Rechnung
  • Artikel merken
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)
Erscheinungsdatum
Reihe/Serie World Scientific Series on Environmental and Energy Economics and Policy ; 1
Verlagsort Singapore
Sprache englisch
Themenwelt Technik Elektrotechnik / Energietechnik
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 981-320-338-2 / 9813203382
ISBN-13 978-981-320-338-9 / 9789813203389
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich
Übungsaufgaben – Fallstudien – Lösungen

von Günter Bamberg; Franz Baur; Michael Krapp

Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 34,90
Set aus Lehr- und Arbeitsbuch

von Günter Bamberg; Franz Baur; Michael Krapp

Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 49,95