Quantitative And Empirical Analysis Of Energy Markets (Revised Edition)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-4436-21-2 (ISBN)
Crude Oil Markets: Unit Root Behaviour in Energy Futures Prices; Rational Expectations, Risk and Efficiency in Energy Futures Markets; Maturity Effects in Energy Futures; Business Cycles and the Behavior of Energy Prices; A Cointegration Analysis of Petroleum Futures Prices; Natural Gas Markets: Is There an East - West Split in North American Natural Gas Markets?; Business Cycles and Natural Gas Prices; Futures Trading and the Storage of North American Natural Gas; Electricity Markets: Power Trade on the Alberta-BC Interconnection; Imports, Exports, and Prices in Alberta's Deregulated Power Market; Cointegration Analysis of Power Prices in the Western North American Markets; Crude Oil, Natural Gas, and Electricity Markets: The Cyclical Behavior of Monthly NYMEX Energy Prices; The Message in North American Energy Prices; Testing for Common Features in North American Energy Markets; Volatility Modelling in Energy Markets: Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market; Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets; Volatility in Oil Prices and Manufacturing Activity: An Investigation of Real Options; Chaos, Fractals, and Random Modulations in Energy Markets: The North American Natural Gas Liquids Markets are Chaotic; Random Fractal Structures in North American Energy Markets; The Hurst Exponent in Energy Futures Prices; Randomly Modulated Periodic Signals in Alberta's Electricity Market.
Reihe/Serie | World Scientific Series on Environmental and Energy Economics and Policy ; 10 |
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Verlagsort | Singapore |
Sprache | englisch |
Themenwelt | Technik ► Elektrotechnik / Energietechnik |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 981-4436-21-6 / 9814436216 |
ISBN-13 | 978-981-4436-21-2 / 9789814436212 |
Zustand | Neuware |
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