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Titlebook: Commodities, Energy and Environmental Finance; René Aïd,Michael Ludkovski,Ronnie Sircar Book 2015 Springer Science+Business Media New York

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发表于 2025-3-21 18:48:01 | 显示全部楼层 |阅读模式
书目名称Commodities, Energy and Environmental Finance
编辑René Aïd,Michael Ludkovski,Ronnie Sircar
视频video
概述Provides a mathematical introduction to aspects of energy markets including risk management, derivative valuation, systemic risk, resource management, oligopolistic competition and modeling of technol
丛书名称Fields Institute Communications
图书封面Titlebook: Commodities, Energy and Environmental Finance;  René Aïd,Michael Ludkovski,Ronnie Sircar Book 2015 Springer Science+Business Media New York
描述.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 of four 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 int
出版日期Book 2015
关键词commodity valuation; electricity markets; environmental economics; financial mathematics; real options; t
版次1
doihttps://doi.org/10.1007/978-1-4939-2733-3
isbn_softcover978-1-4939-4987-8
isbn_ebook978-1-4939-2733-3Series ISSN 1069-5265 Series E-ISSN 2194-1564
issn_series 1069-5265
copyrightSpringer Science+Business Media New York 2015
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Nidhal Ben Cheikh,Jean Yves Moisseronwith exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competition between renewable and exhaustible producers, endogenous market phase transitions, stochastic differential games with controlled jumps, and mean field games.
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Game Theoretic Models for Energy Productionwith exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competition between renewable and exhaustible producers, endogenous market phase transitions, stochastic differential games with controlled jumps, and mean field games.
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https://doi.org/10.1057/9780230523975. From empirical data, we find that many commodity leveraged ETFs underperform significantly against the benchmark, and we quantify such a discrepancy via the novel idea of .. Finally, we consider a number of trading strategies and examine their performance by backtesting with historical price data.
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The Social Dimension of the European Union, as entry/exit, multistage, abandonment, etc. As well, our approach to ROA provides a co-dependence between cash-flows, is consistent with financial theory, requires minimal subjective input of model parameters, and bridges the gap between theoretical ROA frameworks and practice.
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Clive Sealey,Peter Unwin,Joy Fillinghamand extension of previous literature which has typically considered homogeneous costs. We also study how this model may be applied to energy policy, comparing when it is optimal to consider taxing oil producers, opposed to subsidizing green energy, as a matter of public policy.
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