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1. |
Record Nr. |
UNINA9910784041103321 |
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Autore |
Serletis Apostolos |
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Titolo |
Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis |
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Pubbl/distr/stampa |
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Hackensack, N.J., : World Scientific, c2007 |
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ISBN |
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1-281-12140-1 |
9786611121402 |
981-277-046-1 |
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Descrizione fisica |
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1 online resource (304 p.) |
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Collana |
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World scientific series on energy and resource economics ; ; v. 1 |
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Disciplina |
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Soggetti |
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Energy industries - Econometric models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 269-282) and indexes. |
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Nota di contenuto |
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Contents; 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 |
10 Imports, Exports, and Prices in Alberta's Deregulated Power Market11 Cointegration Analysis of Power Prices in the Western North American Markets; Part 4: Crude Oil, Natural Gas, and Electricity Markets; 12 The Cyclical Behavior of Monthly NYMEX Energy Prices; 13 The Message in North American Energy Prices; 14 Testing for Common Features in North American Energy Markets; Part 5: Volatility Modelling in Energy Markets; 15 Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market |
16 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated MarketsPart 6: Chaos, Fractals, and Random Modulations in Energy Markets; 17 The North American Natural Gas Liquids Markets are Chaotic; 18 Random Fractal Structures in North American Energy Markets; 19 Randomly Modulated Periodic |
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Signals in Alberta's Electricity Market; Bibliography; Author Index; Topic Index |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNISALENTO991004348238507536 |
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Autore |
Marselli, Gilberto Antonio |
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Titolo |
La civiltà contadina e la trasformazione delle campagne / Gilberto Antonio Marselli |
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Pubbl/distr/stampa |
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Descrizione fisica |
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Collana |
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Disciplina |
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Soggetti |
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Sociologia rurale - Saggi |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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