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Record Nr. |
UNINA9910818865303321 |
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Autore |
Fiorenzani Stefano |
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Titolo |
The handbook of energy trading / / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli |
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Pubbl/distr/stampa |
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Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 |
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ISBN |
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1-283-40487-7 |
1-118-46727-2 |
9786613404879 |
1-119-95454-1 |
1-119-95455-X |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (221 p.) |
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Collana |
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Classificazione |
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Altri autori (Persone) |
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RavelliSamuele |
EdoliEnrico |
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Disciplina |
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Soggetti |
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Energy industries |
Power resources |
Commodity exchanges |
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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 and index. |
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Nota di contenuto |
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""Series Page""; ""Title Page""; ""Copyright""; ""Dedication""; ""List of Figures""; ""List of Tables""; ""Preface""; ""Acknowledgements""; ""Chapter 1: Energy Markets as Efficient Markets""; ""1.1 The "Efficient Market Hypothesis"""; ""1.2 Mathematical Framework""; ""1.3 Martingale Hypothesis""; ""1.4 Violations of EMH and Behavioural Finance""; ""1.5 Information Asymmetries and Accelerating Processes""; ""1.6 The Peculiar Structure and Nature of Energy Commodities Markets""; ""1.7 EHM in Energy Commodities Markets: Some Evidence from Data"" |
""1.8 Subordination, Trading Volume and Efficient Market Hypothesis""""1.9 Subordination and Stochastic Timescales""; ""Chapter 2: Directional Trading""; ""2.1 Definitions and Main Features""; ""2.2 Market Products for Directional Trading""; ""2.3 Price Trend Determination""; ""2.4 Strategic Asset Allocation Methods""; ""Chapter 3: Spread Trading""; ""3.1 Spread Definition and Identification""; ""3.2 Non-Stationarity and Cointegration""; ""3.3 Empirical Analysis of Energy Spread Trading Strategies""; ""3.4 Empirical Analysis of Energy Spreads |
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