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101 0 $aeng
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181   $ctxt
182   $cc
183   $acr
200 10$aQuantitative and empirical analysis of energy markets /$fApostolos Serletis
205   $a1st ed.
210   $aHackensack, N.J. $cWorld Scientific$dc2007
215   $a1 online resource (304 p.)
225 1 $aWorld scientific series on energy and resource economics ;$vv. 1
300   $aDescription based upon print version of record.
311   $a981-320-338-2 
311   $a981-270-474-4 
320   $aIncludes bibliographical references (p. 269-282) and indexes.
327   $aContents; 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 Interconnection
327   $a10 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 Market
327   $a16 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 Index
330   $aBringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:.  applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis.  presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for sh
410  0$aWorld Scientific series on energy and resource economics ;$vv. 1.
606   $aEnergy industries$xEconometric models
615  0$aEnergy industries$xEconometric models.
676   $a333.7901/5195
700   $aSerletis$b Apostolos$01623329
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910823064303321
996   $aQuantitative and empirical analysis of energy markets$93957678
997   $aUNINA