Commodities, energy and environmental finance:
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
New York, NY [u.a.]
Springer
2015
|
| Series: | Fields Institute communications
74 |
| Subjects: | |
| Online Access: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource (XII, 430 S.) 121 illus., 90 illus. in color |
| ISBN: | 9781493927333 |
| ISSN: | 1069-5265 |
| DOI: | 10.1007/978-1-4939-2733-3 |
Staff View
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Record in the Search Index
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| adam_text | COMMODITIES, ENERGY AND ENVIRONMENTAL FINANCE
/ AID, RENE
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
FINANCIALIZATION OF THE COMMODITY MARKETS (R. CARMONA)
UNDERSTANDING THE TRACKING ERRORS OF COMMODITY LEVERAGED ETFS (K. GUO,
T. LEUNG)
SYSTEMIC RISK IN COMMODITY MARKETS: WHAT DO TREES TELL US ABOUT CRISES?
(D. LAUTIER, J. LING, F. RAYNAUD)
MARGRABE REVISITED (H. TUENTER)
CROSS-COMMODITY MODELLING BY MULTIVARIATE AMBIT FIELDS (F. BENTH, A.
VERAART, O. BARNDORFF-NIELSEN)
HEDGING EXPECTED LOSSES ON DERIVATIVES IN ELECTRICITY FUTURES MARKET (A.
NGUYEN HUU, N. OUDJANE)
CALIBRATION OF ELECTRICITY PRICE MODELS (O. FERON, E. DABOUSSI)
MEASURING THE COMPETITIVENESS BENEFITS OF TRANSMISSION EXPANSIONS IN
WHOLESALE ELECTRICITY MARKETS (F. WOLAK)
INCORPORATING MANAGERIAL INFORMATION INTO REAL OPTION VALUATION (S.
JAIMUNGAL, Y. LAWRYSHYN)
REAL OPTIONS WITH REGULATORY POLICY UNCERTAINTY (M. DAVISON, C. MAXWELL)
A HEDGED MONTE CARLO APPROACH TO REAL OPTION PRICING (E. BRIGATTI, M.
SOUZA, J. ZUBELLI)
TECHNOLOGICAL TRANSITION TO ELECTRIC MOBILITY (R. AID, I. BEN-TAHAR)
GAME THEORETIC MODELS FOR ENERGY PRODUCTION (M. LUDKOVSKI, R. SIRCAR)
DESIGN ANALYSIS OF CARBON AUCTION MARKET, THROUGH ELECTRICITY MARKET
COUPLING (M. BOSSY, N. MAIZI, O. POURTALIER)
DYNAMIC COURNOT DUOPOLIES UNDER STOCHASTIC DEMAND (M. LUDKOVSKI, X.
YANG)
OLIGOPOLY MARKETS WITH RENEWABLE RESOURCES, EXPLORATION AND EVOLVING
EXTRACTION COSTS WITH AN APPLICATION TO ENERGY POLICY (A. DASARATHY, R.
SIRCAR)
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
COMMODITIES, ENERGY AND ENVIRONMENTAL FINANCE
/ AID, RENE
: 2015
ABSTRACT / INHALTSTEXT
THIS VOLUME IS A COLLECTION OF CHAPTERS COVERING THE LATEST DEVELOPMENTS
IN APPLICATIONS OF FINANCIAL MATHEMATICS AND STATISTICS TO TOPICS IN
ENERGY, COMMODITY FINANCIAL MARKETS AND ENVIRONMENTAL ECONOMICS. THE
RESEARCH PRESENTED IS BASED ON THE PRESENTATIONS AND DISCUSSIONS THAT
TOOK PLACE DURING THE FIELDS INSTITUTE FOCUS PROGRAM ON COMMODITIES,
ENERGY AND ENVIRONMENTAL FINANCE IN AUGUST 2013. THE AUTHORS INCLUDE
APPLIED MATHEMATICIANS, ECONOMISTS AND INDUSTRY PRACTITIONERS, PROVIDING
FOR A MULTI-DISCIPLINARY SPECTRUM OF PERSPECTIVES ON THE SUBJECT. THE
VOLUME CONSISTS OFFOUR SECTIONS: ELECTRICITY MARKETS; REAL OPTIONS;
TRADING IN COMMODITY MARKETS; AND OLIGOPOLISTIC MODELS FOR ENERGY
PRODUCTION. TAKEN TOGETHER, THE CHAPTERS GIVE A COMPREHENSIVE SUMMARY OF
THE CURRENT STATE OF THE ART IN QUANTITATIVE ANALYSIS OF COMMODITIES AND
ENERGY FINANCE.THE TOPICS COVERED INCLUDE STRUCTURAL MODELS OF
ELECTRICITY MARKETS, FINANCIALIZATION OF COMMODITIES, VALUATION OF
COMMODITY REAL OPTIONS, GAME-THEORY ANALYSIS OF EXHAUSTIBLE RESOURCE
MANAGEMENT AND ANALYSIS OF COMMODITY ETFS. THE VOLUME ALSO INCLUDES TWO
SURVEY ARTICLES THAT PROVIDE A SOURCE FOR NEW RESEARCHERS INTERESTED IN
GETTING INTO THESE TOPICS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| dewey-full | 519 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4939-2733-3 |
| format | Electronic eBook |
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| isbn | 9781493927333 |
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| spelling | Commodities, energy and environmental finance René Aïd ..., ed. New York, NY [u.a.] Springer 2015 1 Online-Ressource (XII, 430 S.) 121 illus., 90 illus. in color txt rdacontent c rdamedia cr rdacarrier Fields Institute communications 74 1069-5265 Mathematics Systems theory Distribution (Probability theory) Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Systems Theory, Control Mathematik Aïd, René Sonstige oth Erscheint auch als Druckausgabe 978-1-4939-2732-6 Fields Institute communications 74 (DE-604)BV043634349 74 https://doi.org/10.1007/978-1-4939-2733-3 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101387&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101387&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Commodities, energy and environmental finance Fields Institute communications Mathematics Systems theory Distribution (Probability theory) Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Systems Theory, Control Mathematik |
| title | Commodities, energy and environmental finance |
| title_auth | Commodities, energy and environmental finance |
| title_exact_search | Commodities, energy and environmental finance |
| title_full | Commodities, energy and environmental finance René Aïd ..., ed. |
| title_fullStr | Commodities, energy and environmental finance René Aïd ..., ed. |
| title_full_unstemmed | Commodities, energy and environmental finance René Aïd ..., ed. |
| title_short | Commodities, energy and environmental finance |
| title_sort | commodities energy and environmental finance |
| topic | Mathematics Systems theory Distribution (Probability theory) Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Systems Theory, Control Mathematik |
| topic_facet | Mathematics Systems theory Distribution (Probability theory) Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Systems Theory, Control Mathematik |
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