Quantitative and empirical analysis of energy markets [electronic resource] / Apostolos Serletis.

ISBN:

9789812770462

Titre:

Auteur:

Serletis, Apostolos.

Auteur personnel:

Serletis, Apostolos.

Informations de publication:

Description physique:

1 online resource (xii, 291 pages) : illustrations.

Série:

World scientific series on energy and resource economics ; v. 1

Contenu:

Foreword; Part 1: Crude Oil Markets; 1 Unit Root Behavior in Energy Futures Prices; 2 Rational Expectations, Risk, and E.ciency in Energy Futures Markets; 3 Maturity Effects in Energy Futures; 4 Business Cycles and the Behavior of Energy Prices; 5 A Cointegration Analysis of Petroleum Futures Prices; Part 2: Natural Gas Markets; 6 Is There an East-West Split in North American Natural Gas Markets?; 7 Business Cycles and Natural Gas Prices; 8 Futures Trading and the Storage of North American Natural Gas; Part 3: Electricity Markets; 9 Power Trade on the Alberta-BC Interconnection.

Note locale:

eBooks on EBSCOhost

Terme sujet:

Energy industries -- Econometric models.

Format:

Ressources électroniques

Accès électronique:

Click here to view

Date de publication:

2007

WAIT_PUBINFO:

Disponible:*

Numéro de rayon	Type de documentation	Copier	Emplacement en rayon	Statut
333.79015195 22	1:E-BOOK	1	1:ONLINE	Recherche en cours... Inconnu

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Résumé

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)