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Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research) free ebook download

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Mathematics

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Catalogue

Author(s):	Tadahiro Nakajima

Date:	2021	Format:	pdf	Language:	English	ISBN/ASIN:	9811956022
Pages:	150	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	11/7/2022 9:13:09 PM

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This 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 and energy trade.
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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3154811	Book	https://nitroflare.com/view/D1F15A4D1550...		0.00	alex21s

Tags: Arbitrage Commentary Energy Hedging Management Measurement Risk Strategy Trading

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Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics