| 书目名称 | Energy Trading and Risk Management | | 副标题 | Commentary on Arbitr | | 编辑 | Tadahiro Nakajima,Shigeyuki Hamori | | 视频video | | | 概述 | Provides the advanced analysis techniques cultivated in financial markets.Introduce the cases of applying these methods to various energy markets.Reveals the characteristics of energy markets from the | | 丛书名称 | Kobe University Monograph Series in Social Science Research | | 图书封面 |  | | 描述 | .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.. | | 出版日期 | Book 2022 | | 关键词 | Energy market; Energy trading; Risk management; Risk measurement; Arbitrage; Spillover effect; Copula; VaR | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-19-5603-4 | | isbn_softcover | 978-981-19-5605-8 | | isbn_ebook | 978-981-19-5603-4Series ISSN 2524-504X Series E-ISSN 2524-5058 | | issn_series | 2524-504X | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
The information of publication is updating
|
|
发表于 2025-3-21 19:58:28
