Hoppa till sidans huvudinnehåll

Del 10

Quantitative And Empirical Analysis Of Energy Markets (Revised Edition)

Inbunden, Engelska, 2013

AvSerletis Apostolos,SERLETIS APOSTOLOS,Apostolos Serletis,Canada) Serletis, Apostolos (Univ Of Calgary

2 099 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.


The revised edition of this book captures new developments in economics and finance. Turning its focus towards the application of Engle's (1982) autoregressive conditional heteroscedasticity (ARCH) in cutting-edge research and a discussion of whether energy prices reflect long memory, this book will keep readers up-to-date with current developments in the literature. It presents twenty-one empirical studies of econometric time series analysis of crude oil, natural gas and electricity markets in face of the rapidly changing dynamics of the energy markets. Amongst them, several studies employ nonlinear time series methods, unlike the standard linear approach commonly used, to reflect the nonlinear nature of the economic system.Two new chapters are included, extending beyond the leading-edge research and innovative energy markets econometrics detailed in the first edition: Chapter 17 examines the effects of oil price changes and speculations on economic activity and Chapter 20 re-evaluates empirical evidence for random walk type behavior in energy futures prices using a statistical physics approach.

Produktinformation

Hoppa över listan

Mer från samma författare

Money And The Economy

SERLETIS APOSTOLOS, Apostolos Serletis, Canada) Serletis, Apostolos (Univ Of Calgary

Inbunden

2 469 kr

Interfuel Substitution

Apostolos Serletis, Canada) Serletis, Apostolos (Univ Of Calgary, Serletis Apostolos, SERLETIS APOSTOLOS

Inbunden

1 439 kr

Oil Price Uncertainty

Apostolos Serletis, Canada) Serletis, Apostolos (Univ Of Calgary, Serletis Apostolos, SERLETIS APOSTOLOS

Inbunden

1 139 kr

Hoppa över listan

Mer från samma serie

Del 9

Energy And Economic Theory

Ferdinand E Banks, Sweden) Banks, Ferdinand E (Uppsala Univ, Banks Ferdinand E, BANKS FERDINAND E

Inbunden

1 599 kr

Hoppa över listan

Du kanske också är intresserad av

Del 9

Energy And Economic Theory

Ferdinand E Banks, Sweden) Banks, Ferdinand E (Uppsala Univ, Banks Ferdinand E, BANKS FERDINAND E

Inbunden

1 599 kr