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Interfuel substitution [[electronic resource] /] / Apostolos Serletis
| Interfuel substitution [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Singapore, : World Scientific Pub. Co., 2012 |
| Descrizione fisica | 1 online resource (129 p.) |
| Disciplina | 629.229 |
| Soggetto topico | Fuel switching |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-66976-4
9786613646699 981-4374-37-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; 1. Empirical Energy Demand Analysis; 1.1 Introduction; 1.2 The Econometric Approach; 1.3 Theoretical Regularity; 1.4 Flexible Functional Forms; 1.4.1 The Generalized Leontief; 1.4.2 The Translog; 1.5 Estimation Issues; 1.6 Concluding Comments; 2. Interfuel Substitution in the United States; 2.1 Introduction; 2.2 Theoretical Foundations; 2.2.1 The Energy Submodel; 2.2.2 The Translog Energy Price Aggregator Function; 2.2.3 Theoretical Regularity; 2.3 Empirical Modelling; 2.3.1 Elasticities; 2.3.2 Separability Testing; 2.4 The United States Data; 2.5 Empirical Evidence
2.6 Conclusions3. International Evidence on Sectoral Interfuel Substitution; 3.1 Introduction; 3.2 Theoretical Foundations and the NQ Cost Function; 3.3 Econometric Methodology; 3.4 The International Sectoral Data; 3.5 Estimation Strategy; 3.6 Results; 3.6.1 Industrial Sector; 3.6.2 Residential Sector; 3.6.3 Electricity Generation Sector; 3.6.4 Transportation Sector; 3.7 Summary and Conclusions; 4. Short- and Long-Run Aggregate Interfuel Substitution; 4.1 Introduction; 4.2 Estimation of the NQ System; 4.3 The International Aggregate Data; 4.4 Empirical Evidence; 4.4.1 Short-Run Estimates 4.4.2 Long-Run Estimates4.5 Concluding Comment; Bibliography; General Index; Author Index |
| Record Nr. | UNINA-9910451569303321 |
Serletis Apostolos
|
||
| Singapore, : World Scientific Pub. Co., 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interfuel substitution [[electronic resource] /] / Apostolos Serletis
| Interfuel substitution [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Singapore, : World Scientific Pub. Co., 2012 |
| Descrizione fisica | 1 online resource (129 p.) |
| Disciplina | 629.229 |
| Soggetto topico | Fuel switching |
| ISBN |
1-280-66976-4
9786613646699 981-4374-37-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; 1. Empirical Energy Demand Analysis; 1.1 Introduction; 1.2 The Econometric Approach; 1.3 Theoretical Regularity; 1.4 Flexible Functional Forms; 1.4.1 The Generalized Leontief; 1.4.2 The Translog; 1.5 Estimation Issues; 1.6 Concluding Comments; 2. Interfuel Substitution in the United States; 2.1 Introduction; 2.2 Theoretical Foundations; 2.2.1 The Energy Submodel; 2.2.2 The Translog Energy Price Aggregator Function; 2.2.3 Theoretical Regularity; 2.3 Empirical Modelling; 2.3.1 Elasticities; 2.3.2 Separability Testing; 2.4 The United States Data; 2.5 Empirical Evidence
2.6 Conclusions3. International Evidence on Sectoral Interfuel Substitution; 3.1 Introduction; 3.2 Theoretical Foundations and the NQ Cost Function; 3.3 Econometric Methodology; 3.4 The International Sectoral Data; 3.5 Estimation Strategy; 3.6 Results; 3.6.1 Industrial Sector; 3.6.2 Residential Sector; 3.6.3 Electricity Generation Sector; 3.6.4 Transportation Sector; 3.7 Summary and Conclusions; 4. Short- and Long-Run Aggregate Interfuel Substitution; 4.1 Introduction; 4.2 Estimation of the NQ System; 4.3 The International Aggregate Data; 4.4 Empirical Evidence; 4.4.1 Short-Run Estimates 4.4.2 Long-Run Estimates4.5 Concluding Comment; Bibliography; General Index; Author Index |
| Record Nr. | UNINA-9910779286103321 |
|
Serletis Apostolos
|
||
| Singapore, : World Scientific Pub. Co., 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interfuel substitution [[electronic resource] /] / Apostolos Serletis
| Interfuel substitution [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore, : World Scientific Pub. Co., 2012 |
| Descrizione fisica | 1 online resource (129 p.) |
| Disciplina | 629.229 |
| Soggetto topico | Fuel switching |
| ISBN |
1-280-66976-4
9786613646699 981-4374-37-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; 1. Empirical Energy Demand Analysis; 1.1 Introduction; 1.2 The Econometric Approach; 1.3 Theoretical Regularity; 1.4 Flexible Functional Forms; 1.4.1 The Generalized Leontief; 1.4.2 The Translog; 1.5 Estimation Issues; 1.6 Concluding Comments; 2. Interfuel Substitution in the United States; 2.1 Introduction; 2.2 Theoretical Foundations; 2.2.1 The Energy Submodel; 2.2.2 The Translog Energy Price Aggregator Function; 2.2.3 Theoretical Regularity; 2.3 Empirical Modelling; 2.3.1 Elasticities; 2.3.2 Separability Testing; 2.4 The United States Data; 2.5 Empirical Evidence
2.6 Conclusions3. International Evidence on Sectoral Interfuel Substitution; 3.1 Introduction; 3.2 Theoretical Foundations and the NQ Cost Function; 3.3 Econometric Methodology; 3.4 The International Sectoral Data; 3.5 Estimation Strategy; 3.6 Results; 3.6.1 Industrial Sector; 3.6.2 Residential Sector; 3.6.3 Electricity Generation Sector; 3.6.4 Transportation Sector; 3.7 Summary and Conclusions; 4. Short- and Long-Run Aggregate Interfuel Substitution; 4.1 Introduction; 4.2 Estimation of the NQ System; 4.3 The International Aggregate Data; 4.4 Empirical Evidence; 4.4.1 Short-Run Estimates 4.4.2 Long-Run Estimates4.5 Concluding Comment; Bibliography; General Index; Author Index |
| Record Nr. | UNINA-9910810272903321 |
|
Serletis Apostolos
|
||
| Singapore, : World Scientific Pub. Co., 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money and the economy [[electronic resource] /] / Apostolos Serletis
| Money and the economy [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2006 |
| Descrizione fisica | 1 online resource (xix, 330 p. ) : ill |
| Disciplina | 332.4 |
| Soggetto topico |
Demand for money
Money supply Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-92480-6
9786611924805 981-277-350-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The theory of monetary aggregation. 1. Consumer theory and the demand for money. 1.1. Introduction. 1.2. The definition of money. 1.3. The microeconomic theory of a monetary economy. 1.4. Econometric considerations. 1.5. Empirical dimensions. 1.6. Extensions. 1.7. Conclusions -- pt. 2. Money, prices and income. 2. Nominal stylized facts of U.S. business cycles. 2.1. Introduction. 2.2. Methodology. 2.3. Hodrick-Prescott stylized facts. 2.4. Robustness. 2.5. Conclusion. 3. Money, prices, and income. 3.1. Introduction. 3.2. The money-measurement theme. 3.3. Granger-Sims causality tests. 3.4. Statistical issues. 3.5. Money, prices, and income. 3.6. Conclusion. 4. Monetary aggregation and the neutrality of money. 4.1. Introduction. 4.2. The many kinds of money. 4.3. Univariate time-series properties. 4.4. Long-run neutrality and superneutrality. 4.5. Stability analysis. 4.6. Conclusion -- pt. 3. Aggregation, inflation and welfare. 5. Monetary aggregation, inflation, and welfare. 5.1. Introduction. 5.2. Theoretical foundations. 5.3. The demand for money. 5.4. The empirical evidence. 5.5. Conclusion -- pt. 4. Chaotic monetary dynamics. 6. Random walks, breaking trend functions, and chaos. 6.1. Searching for a unit root. 6.2. Detecting chaotic dynamics. 6.3. Conclusion. 7. Chaotic analysis of U.S. money and velocity measures. 7.1. Introduction. 7.2. The many kinds of money. 7.3. Chaos tests. 7.4. Conclusion -- pt. 5. Monetary asset demand systems. 8. Monetary asset substitutability. 8.1. Introduction. 8.2. Theoretical foundations. 8.3. Demand system specification. 8.4. Stochastic specification and estimation. 8.5. Elasticities. 8.6. Data. 8.7. Empirical results interpretation. 8.8. Conclusion. 9. The demand for Divisia Ml, M2, and M3. 9.1. Introduction. 9.2. Model specification. 9.3. Demand system specification and data. 9.4. Econometric results. 9.5. Summary and concluding remarks. 9.6. Appendix. 10. Translog flexible functional forms. 10.1. Introduction. 10.2. The theoretical background. 10.3. Demand system specification and data. 10.4. Econometric results. 10.5. Conclusion -- pt. 6. Dynamic asset demand systems. 11. A dynamic flexible demand system. 11.1. Introduction. 11.2. Theoretical foundations. 11.3. Dynamic demand system specification. 11.4. Econometric results. 11.5. Conclusion. 12. Consumption goods and liquid assets. 12.1. Introduction. 12.2. Aggregation and subutility functions. 12.3. Supernumerary quantities. 12.4. Demand system specification. 12.5. Estimation and testing. 12.6. Empirical results. 12.7. Conclusion -- pt. 7. Empirical comparisons. 13. Empirical comparisons of functional forms. 13.1. Introduction. 13.2. The demand systems approach. 13.3. Eight flexible functional forms. 13.4. The U.S. consumption data. 13.5. Econometric results. 13.6. Morishima elasticities of substitution. 13.7. Forecast results. 13.8. Conclusions. 14. A semi-nonparametric approach. 14.1. Introduction. 14.2. The demand for monetary services. 14.3. The data. 14.4. The Fourier and AIM models. 14.5. Computational considerations. 14.6. Imposing curvature restrictions. 14.7. Income and price elasticities. 14.8. Elasticities of substitution. 14.9. On confidence intervals. 14.10. Conclusions -- Consolidated references. |
| Record Nr. | UNINA-9910451350303321 |
|
Serletis Apostolos
|
||
| Hackensack, NJ, : World Scientific Pub., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money and the economy [[electronic resource] /] / Apostolos Serletis
| Money and the economy [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2006 |
| Descrizione fisica | 1 online resource (xix, 330 p. ) : ill |
| Disciplina | 332.4 |
| Soggetto topico |
Demand for money
Money supply Monetary policy |
| ISBN |
1-281-92480-6
9786611924805 981-277-350-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The theory of monetary aggregation. 1. Consumer theory and the demand for money. 1.1. Introduction. 1.2. The definition of money. 1.3. The microeconomic theory of a monetary economy. 1.4. Econometric considerations. 1.5. Empirical dimensions. 1.6. Extensions. 1.7. Conclusions -- pt. 2. Money, prices and income. 2. Nominal stylized facts of U.S. business cycles. 2.1. Introduction. 2.2. Methodology. 2.3. Hodrick-Prescott stylized facts. 2.4. Robustness. 2.5. Conclusion. 3. Money, prices, and income. 3.1. Introduction. 3.2. The money-measurement theme. 3.3. Granger-Sims causality tests. 3.4. Statistical issues. 3.5. Money, prices, and income. 3.6. Conclusion. 4. Monetary aggregation and the neutrality of money. 4.1. Introduction. 4.2. The many kinds of money. 4.3. Univariate time-series properties. 4.4. Long-run neutrality and superneutrality. 4.5. Stability analysis. 4.6. Conclusion -- pt. 3. Aggregation, inflation and welfare. 5. Monetary aggregation, inflation, and welfare. 5.1. Introduction. 5.2. Theoretical foundations. 5.3. The demand for money. 5.4. The empirical evidence. 5.5. Conclusion -- pt. 4. Chaotic monetary dynamics. 6. Random walks, breaking trend functions, and chaos. 6.1. Searching for a unit root. 6.2. Detecting chaotic dynamics. 6.3. Conclusion. 7. Chaotic analysis of U.S. money and velocity measures. 7.1. Introduction. 7.2. The many kinds of money. 7.3. Chaos tests. 7.4. Conclusion -- pt. 5. Monetary asset demand systems. 8. Monetary asset substitutability. 8.1. Introduction. 8.2. Theoretical foundations. 8.3. Demand system specification. 8.4. Stochastic specification and estimation. 8.5. Elasticities. 8.6. Data. 8.7. Empirical results interpretation. 8.8. Conclusion. 9. The demand for Divisia Ml, M2, and M3. 9.1. Introduction. 9.2. Model specification. 9.3. Demand system specification and data. 9.4. Econometric results. 9.5. Summary and concluding remarks. 9.6. Appendix. 10. Translog flexible functional forms. 10.1. Introduction. 10.2. The theoretical background. 10.3. Demand system specification and data. 10.4. Econometric results. 10.5. Conclusion -- pt. 6. Dynamic asset demand systems. 11. A dynamic flexible demand system. 11.1. Introduction. 11.2. Theoretical foundations. 11.3. Dynamic demand system specification. 11.4. Econometric results. 11.5. Conclusion. 12. Consumption goods and liquid assets. 12.1. Introduction. 12.2. Aggregation and subutility functions. 12.3. Supernumerary quantities. 12.4. Demand system specification. 12.5. Estimation and testing. 12.6. Empirical results. 12.7. Conclusion -- pt. 7. Empirical comparisons. 13. Empirical comparisons of functional forms. 13.1. Introduction. 13.2. The demand systems approach. 13.3. Eight flexible functional forms. 13.4. The U.S. consumption data. 13.5. Econometric results. 13.6. Morishima elasticities of substitution. 13.7. Forecast results. 13.8. Conclusions. 14. A semi-nonparametric approach. 14.1. Introduction. 14.2. The demand for monetary services. 14.3. The data. 14.4. The Fourier and AIM models. 14.5. Computational considerations. 14.6. Imposing curvature restrictions. 14.7. Income and price elasticities. 14.8. Elasticities of substitution. 14.9. On confidence intervals. 14.10. Conclusions -- Consolidated references. |
| Record Nr. | UNINA-9910777493903321 |
|
Serletis Apostolos
|
||
| Hackensack, NJ, : World Scientific Pub., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Money and the economy [[electronic resource] /] / Apostolos Serletis
| Money and the economy [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Pub., 2006 |
| Descrizione fisica | 1 online resource (xix, 330 p. ) : ill |
| Disciplina | 332.4 |
| Soggetto topico |
Demand for money
Money supply Monetary policy |
| ISBN |
1-281-92480-6
9786611924805 981-277-350-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The theory of monetary aggregation. 1. Consumer theory and the demand for money. 1.1. Introduction. 1.2. The definition of money. 1.3. The microeconomic theory of a monetary economy. 1.4. Econometric considerations. 1.5. Empirical dimensions. 1.6. Extensions. 1.7. Conclusions -- pt. 2. Money, prices and income. 2. Nominal stylized facts of U.S. business cycles. 2.1. Introduction. 2.2. Methodology. 2.3. Hodrick-Prescott stylized facts. 2.4. Robustness. 2.5. Conclusion. 3. Money, prices, and income. 3.1. Introduction. 3.2. The money-measurement theme. 3.3. Granger-Sims causality tests. 3.4. Statistical issues. 3.5. Money, prices, and income. 3.6. Conclusion. 4. Monetary aggregation and the neutrality of money. 4.1. Introduction. 4.2. The many kinds of money. 4.3. Univariate time-series properties. 4.4. Long-run neutrality and superneutrality. 4.5. Stability analysis. 4.6. Conclusion -- pt. 3. Aggregation, inflation and welfare. 5. Monetary aggregation, inflation, and welfare. 5.1. Introduction. 5.2. Theoretical foundations. 5.3. The demand for money. 5.4. The empirical evidence. 5.5. Conclusion -- pt. 4. Chaotic monetary dynamics. 6. Random walks, breaking trend functions, and chaos. 6.1. Searching for a unit root. 6.2. Detecting chaotic dynamics. 6.3. Conclusion. 7. Chaotic analysis of U.S. money and velocity measures. 7.1. Introduction. 7.2. The many kinds of money. 7.3. Chaos tests. 7.4. Conclusion -- pt. 5. Monetary asset demand systems. 8. Monetary asset substitutability. 8.1. Introduction. 8.2. Theoretical foundations. 8.3. Demand system specification. 8.4. Stochastic specification and estimation. 8.5. Elasticities. 8.6. Data. 8.7. Empirical results interpretation. 8.8. Conclusion. 9. The demand for Divisia Ml, M2, and M3. 9.1. Introduction. 9.2. Model specification. 9.3. Demand system specification and data. 9.4. Econometric results. 9.5. Summary and concluding remarks. 9.6. Appendix. 10. Translog flexible functional forms. 10.1. Introduction. 10.2. The theoretical background. 10.3. Demand system specification and data. 10.4. Econometric results. 10.5. Conclusion -- pt. 6. Dynamic asset demand systems. 11. A dynamic flexible demand system. 11.1. Introduction. 11.2. Theoretical foundations. 11.3. Dynamic demand system specification. 11.4. Econometric results. 11.5. Conclusion. 12. Consumption goods and liquid assets. 12.1. Introduction. 12.2. Aggregation and subutility functions. 12.3. Supernumerary quantities. 12.4. Demand system specification. 12.5. Estimation and testing. 12.6. Empirical results. 12.7. Conclusion -- pt. 7. Empirical comparisons. 13. Empirical comparisons of functional forms. 13.1. Introduction. 13.2. The demand systems approach. 13.3. Eight flexible functional forms. 13.4. The U.S. consumption data. 13.5. Econometric results. 13.6. Morishima elasticities of substitution. 13.7. Forecast results. 13.8. Conclusions. 14. A semi-nonparametric approach. 14.1. Introduction. 14.2. The demand for monetary services. 14.3. The data. 14.4. The Fourier and AIM models. 14.5. Computational considerations. 14.6. Imposing curvature restrictions. 14.7. Income and price elasticities. 14.8. Elasticities of substitution. 14.9. On confidence intervals. 14.10. Conclusions -- Consolidated references. |
| Record Nr. | UNINA-9910812176003321 |
|
Serletis Apostolos
|
||
| Hackensack, NJ, : World Scientific Pub., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis
| Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 333.7901/5195 |
| Collana | World scientific series on energy and resource economics |
| Soggetto topico | Energy industries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-12140-1
9786611121402 981-277-046-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Interconnection
10 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 16 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 |
| Record Nr. | UNINA-9910450677303321 |
|
Serletis Apostolos
|
||
| Hackensack, N.J., : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis
| Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 333.7901/5195 |
| Collana | World scientific series on energy and resource economics |
| Soggetto topico | Energy industries - Econometric models |
| ISBN |
1-281-12140-1
9786611121402 981-277-046-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Interconnection
10 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 16 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 |
| Record Nr. | UNINA-9910784041103321 |
|
Serletis Apostolos
|
||
| Hackensack, N.J., : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis
| Quantitative and empirical analysis of energy markets [[electronic resource] /] / Apostolos Serletis |
| Autore | Serletis Apostolos |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 333.7901/5195 |
| Collana | World scientific series on energy and resource economics |
| Soggetto topico | Energy industries - Econometric models |
| ISBN |
1-281-12140-1
9786611121402 981-277-046-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Interconnection
10 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 16 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 |
| Record Nr. | UNINA-9910823064303321 |
|
Serletis Apostolos
|
||
| Hackensack, N.J., : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||