03981nam 2200601 a 450 991078404110332120230721025457.01-281-12140-19786611121402981-277-046-1(CKB)1000000000334157(EBL)312339(OCoLC)476099779(SSID)ssj0000231163(PQKBManifestationID)11198680(PQKBTitleCode)TC0000231163(PQKBWorkID)10198660(PQKB)10753668(MiAaPQ)EBC312339(WSP)00006352(Au-PeEL)EBL312339(CaPaEBR)ebr10188814(CaONFJC)MIL112140(EXLCZ)99100000000033415720070206d2007 uy 0engur|n|---|||||txtccrQuantitative and empirical analysis of energy markets[electronic resource] /Apostolos SerletisHackensack, N.J. World Scientificc20071 online resource (304 p.)World scientific series on energy and resource economics ;v. 1Description based upon print version of record.981-270-474-4 Includes bibliographical references (p. 269-282) and indexes.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 Interconnection10 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 Market16 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 Signals in Alberta's Electricity Market; Bibliography; Author Index; Topic IndexBringing 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 shWorld Scientific series on energy and resource economics ;v. 1.Energy industriesEconometric modelsEnergy industriesEconometric models.333.7901/5195Serletis Apostolos1546474MiAaPQMiAaPQMiAaPQBOOK9910784041103321Quantitative and empirical analysis of energy markets3855035UNINA