LEADER 01142nam a22002771i 4500 001 991000083649707536 005 20031014154938.0 008 031111s1967 gw |||||||||||||||||ger 035 $ab12568120-39ule_inst 035 $aARCHE-060138$9ExL 040 $aDip.to Lingue$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a427 100 1 $aBrunner, Karl$0119507 245 10$aAbriss der mittelenglischen Grammatik /$cvon Karl Brunner 250 $a6., unveränderte Aufl. 260 $aTübingen :$bM. Niemeyer,$c1967 300 $a114 p. ;$c22 cm 440 0$aSammlung kurzer Grammatiken germanischer Dialekte.$pC,$pAbrisse ;$v6 650 4$aLingua inglese medievale$xGrammatica 907 $a.b12568120$b02-04-14$c13-11-03 912 $a991000083649707536 945 $aLE012 F.G. 736$g1$i2012000063266$lle012$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13022143$z13-11-03 945 $aLE012 F.G. 736/A$g2$i2012000063259$lle012$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13022155$z13-11-03 996 $aAbriss der mittelenglischen Grammatik$9173875 997 $aUNISALENTO 998 $ale012$b13-11-03$cm$da $e-$fger$ggw $h0$i2 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