LEADER 01087nam0 22002653i 450 001 SUN0095512 005 20131002111831.174 010 $a978-88-06-20341-2 100 $a20131002d2012 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aˆIl ‰Barocco$fTomaso Montanari 210 $aTorino$cEinaudi$d2012 215 $aXVI, 236 p.$cill.$d21 cm. 410 1$1001SUN0095363$12001 $aPiccola Biblioteca Einaudi. Mappe. Piccola storia dell'arte$v3$1210 $aTorino$cEinaudi$d2008- v. : ill. ; 21 cm. 620 $dTorino$3SUNL000001 700 1$aMontanari$b, Tomaso$f1971- $3SUNV065096$0267471 712 $aEinaudi$3SUNV000030$4650 801 $aIT$bSOL$c20181109$gRICA 912 $aSUN0095512 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI LETTERE E BENI CULTURALI$d07 CONS Kc 1466 $e07 DB 285 995 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI LETTERE E BENI CULTURALI$bIT-CE0103$gDB$h285$kCONS Kc 1466$oc$qa 996 $aBarocco$91140897 997 $aUNICAMPANIA LEADER 01125nam--2200385---450- 001 990002987580203316 005 20080520122559.0 035 $a000298758 035 $aUSA01000298758 035 $a(ALEPH)000298758USA01 035 $a000298758 100 $a20071012d1961----km-y0itay50------ba 101 $aita 102 $aIT 105 $a||||||||001yy 200 1 $aAlfonso Carafa$ecardinale di Napoli$e(1540-1565)$fRomeo De Maio 210 $aCittà del Vaticano$cBiblioteca Apostolica Vaticana$d1961 215 $a347 p.$c1. ritr.$d1961 225 2 $aStudi e testi$v210 410 0$12001$aStudi e testi$v210 454 1$12001 461 1$1001-------$12001 600 0 $aCarafa,$xAlfonso $z1540-1565 676 $a274 700 1$aDE MAIO,$bRomeo$08968 801 0$aIT$bsalbc$gISBD 912 $a990002987580203316 951 $aFC M 661$b1086 FC$cFC M 959 $aBK 969 $aDILAM 979 $aDILAM$b90$c20071012$lUSA01$h0952 979 $aDILAM1$b90$c20080520$lUSA01$h1225 979 $aCHIARA$b90$c20151217$lUSA01$h1429 996 $aAlfonso Carafa$91028042 997 $aUNISA LEADER 03775nam 22007335 450 001 9910629294403321 005 20251009110003.0 010 $a981-19-5603-0 024 7 $a10.1007/978-981-19-5603-4 035 $a(MiAaPQ)EBC7131905 035 $a(Au-PeEL)EBL7131905 035 $a(CKB)25280500400041 035 $a(DE-He213)978-981-19-5603-4 035 $a(OCoLC)1350855335 035 $a(EXLCZ)9925280500400041 100 $a20221103d2022 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aEnergy Trading and Risk Management $eCommentary on Arbitrage, Risk Measurement, and Hedging Strategy /$fby Tadahiro Nakajima, Shigeyuki Hamori 205 $a1st ed. 2022. 210 1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2022. 215 $a1 online resource (145 pages) 225 1 $aKobe University Monograph Series in Social Science Research,$x2524-5058 311 08$aPrint version: Nakajima, Tadahiro Energy Trading and Risk Management Singapore : Springer,c2022 9789811956027 327 $aIntroduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related commodities. 330 $aThis book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices of energy trading and risk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation, multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models, exponential GARCH (EGARCH) models, optimal hedge ratio, copula, value-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets andenergy trade. 410 0$aKobe University Monograph Series in Social Science Research,$x2524-5058 606 $aEconometrics 606 $aTime-series analysis 606 $aStochastic models 606 $aStatistics 606 $aFinancial risk management 606 $aPower resources 606 $aEconometrics 606 $aTime Series Analysis 606 $aStochastic Modelling in Statistics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aRisk Management 606 $aNatural Resource and Energy Economics 615 0$aEconometrics. 615 0$aTime-series analysis. 615 0$aStochastic models. 615 0$aStatistics. 615 0$aFinancial risk management. 615 0$aPower resources. 615 14$aEconometrics. 615 24$aTime Series Analysis. 615 24$aStochastic Modelling in Statistics. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aRisk Management. 615 24$aNatural Resource and Energy Economics. 676 $a332.644 700 $aNakajima$b Tadahiro$01265784 702 $aHamori$b Shigeyuki 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910629294403321 996 $aEnergy trading and risk management$93058478 997 $aUNINA