LEADER 03776nam  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