Energy Trading and Risk Management (eBook)
XVII, 133 Seiten
Springer Nature Singapore (Verlag)
978-981-19-5603-4 (ISBN)
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.
Dr. Shigeyuki Hamori is a Professor of Economics at Kobe University in Japan. He received a Ph.D. from Duke University. He is the President of the International Research Institute for Economics and Management, the Distinguished Fellow of the International Engineering and Technology Institute (DFIETI), and the Distinguished Fellow of the Institute of Data Science and Artificial Intelligence (DFIDSAI). His main research interests are applied time series analysis, empirical finance, data science, and international finance. He is the Co-Editor of the Singapore Economic Review, the Associate Editor of the International Review of Financial Analysis, and the Associated Editor of the Eurasian Economic Review. He served as the Editor of special issues of various journals such as Frontiers in Environmental Science, Energies, Emerging Market Finance and Trade, and Journal of Risk and Financial Management. He has published about 250 articles in international peer-reviewed journals and 20 books from Springer, Routledge, World Scientific, etc.
Dr. Tadahiro Nakajima is a senior researcher at the Kansai Electric Power Company, Incorporated. He received a Ph.D. from Kobe University. He revceived the Highly Commended Paper of the Studies in Economic and Finance - Literati Award (Emeral Publishing). His main research interests are applied time series analysis, energy economics and energy markets. He has published about 20 articles in international peer-reviewes journals and a book from Springer.
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.
| Erscheint lt. Verlag | 3.11.2022 |
|---|---|
| Reihe/Serie | Kobe University Monograph Series in Social Science Research | Kobe University Monograph Series in Social Science Research |
| Zusatzinfo | XVII, 133 p. 58 illus., 35 illus. in color. |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Naturwissenschaften | |
| Technik ► Elektrotechnik / Energietechnik | |
| Wirtschaft ► Allgemeines / Lexika | |
| Wirtschaft ► Betriebswirtschaft / Management ► Allgemeines / Lexika | |
| Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| Schlagworte | Arbitrage • Copula • Energy Market • Energy Trading • Risk Management • Risk Measurement • Spillover Effect • VaR |
| ISBN-10 | 981-19-5603-0 / 9811956030 |
| ISBN-13 | 978-981-19-5603-4 / 9789811956034 |
| Haben Sie eine Frage zum Produkt? |
PDF (Wasserzeichen)Größe: 5,8 MB
DRM: Digitales Wasserzeichen
Dieses eBook enthält ein digitales Wasserzeichen und ist damit für Sie personalisiert. Bei einer missbräuchlichen Weitergabe des eBooks an Dritte ist eine Rückverfolgung an die Quelle möglich.
Dateiformat: PDF (Portable Document Format)
Mit einem festen Seitenlayout eignet sich die PDF besonders für Fachbücher mit Spalten, Tabellen und Abbildungen. Eine PDF kann auf fast allen Geräten angezeigt werden, ist aber für kleine Displays (Smartphone, eReader) nur eingeschränkt geeignet.
Systemvoraussetzungen:
PC/Mac: Mit einem PC oder Mac können Sie dieses eBook lesen. Sie benötigen dafür einen PDF-Viewer - z.B. den Adobe Reader oder Adobe Digital Editions.
eReader: Dieses eBook kann mit (fast) allen eBook-Readern gelesen werden. Mit dem amazon-Kindle ist es aber nicht kompatibel.
Smartphone/Tablet: Egal ob Apple oder Android, dieses eBook können Sie lesen. Sie benötigen dafür einen PDF-Viewer - z.B. die kostenlose Adobe Digital Editions-App.
Buying eBooks from abroad
For tax law reasons we can sell eBooks just within Germany and Switzerland. Regrettably we cannot fulfill eBook-orders from other countries.
aus dem Bereich
