Quantitative and empirical analysis of energy markets:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Serletis, Apostolos (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hackensack, N.J. World Scientific c2007
Schriftenreihe:World Scientific series on energy and resource economics v. 1
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Includes bibliographical references (p. 269-282) and indexes
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
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 sh
Beschreibung:1 Online-Ressource (xii, 291 p.)
ISBN:9789812770462
9812770461
9789812704740
9812704744

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