Matches in SemOpenAlex for { <https://semopenalex.org/work/W4312903365> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W4312903365 endingPage "3" @default.
- W4312903365 startingPage "1" @default.
- W4312903365 abstract "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 managementRisk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit rootUnit root, cointegrationCointegration (Cointegrating, Cointegrated), long-term equilibriumLong-term equilibrium, stochastic arbitrageArbitrage simulationMultivariate generalized autoregressive conditional heteroscedasticity, Multivariate GARCH, multivariate generalized autoregressive conditional heteroscedasticity (GARCH)Generalized autoregressive conditional heteroscedasticity term, GARCH term models, exponential GARCH (EGARCH) models, optimal hedge ratioOptimal Hedge Ratio (OHD), copula, value-at-risk (VaR)Value-at-risk (VaR), expected shortfallExpected shortfall, vector autoregressive (VAR)Vector autoregressive (VAR) models, vector moving average (VMA)Vector Moving Average (VMA) models, connectednessConnectedness, and frequency decompositionFrequency decomposition. This book is suitable for people interested in the empirical study of energy markets and trade." @default.
- W4312903365 created "2023-01-05" @default.
- W4312903365 creator A5007913012 @default.
- W4312903365 creator A5077634610 @default.
- W4312903365 date "2022-01-01" @default.
- W4312903365 modified "2023-09-27" @default.
- W4312903365 title "Preface" @default.
- W4312903365 cites W1975994995 @default.
- W4312903365 cites W1977480757 @default.
- W4312903365 cites W1998968611 @default.
- W4312903365 cites W1999814123 @default.
- W4312903365 cites W2039734130 @default.
- W4312903365 cites W2063593194 @default.
- W4312903365 cites W2153562738 @default.
- W4312903365 cites W3121899577 @default.
- W4312903365 doi "https://doi.org/10.1007/978-981-19-5603-4_1" @default.
- W4312903365 hasPublicationYear "2022" @default.
- W4312903365 type Work @default.
- W4312903365 citedByCount "0" @default.
- W4312903365 crossrefType "book-chapter" @default.
- W4312903365 hasAuthorship W4312903365A5007913012 @default.
- W4312903365 hasAuthorship W4312903365A5077634610 @default.
- W4312903365 hasConcept C101104100 @default.
- W4312903365 hasConcept C10138342 @default.
- W4312903365 hasConcept C133029050 @default.
- W4312903365 hasConcept C149782125 @default.
- W4312903365 hasConcept C159877910 @default.
- W4312903365 hasConcept C162324750 @default.
- W4312903365 hasConcept C23922673 @default.
- W4312903365 hasConcept C32896092 @default.
- W4312903365 hasConcept C33923547 @default.
- W4312903365 hasConcept C91602232 @default.
- W4312903365 hasConcept C94128290 @default.
- W4312903365 hasConceptScore W4312903365C101104100 @default.
- W4312903365 hasConceptScore W4312903365C10138342 @default.
- W4312903365 hasConceptScore W4312903365C133029050 @default.
- W4312903365 hasConceptScore W4312903365C149782125 @default.
- W4312903365 hasConceptScore W4312903365C159877910 @default.
- W4312903365 hasConceptScore W4312903365C162324750 @default.
- W4312903365 hasConceptScore W4312903365C23922673 @default.
- W4312903365 hasConceptScore W4312903365C32896092 @default.
- W4312903365 hasConceptScore W4312903365C33923547 @default.
- W4312903365 hasConceptScore W4312903365C91602232 @default.
- W4312903365 hasConceptScore W4312903365C94128290 @default.
- W4312903365 hasLocation W43129033651 @default.
- W4312903365 hasOpenAccess W4312903365 @default.
- W4312903365 hasPrimaryLocation W43129033651 @default.
- W4312903365 hasRelatedWork W2593801682 @default.
- W4312903365 hasRelatedWork W3022519706 @default.
- W4312903365 hasRelatedWork W3088917061 @default.
- W4312903365 hasRelatedWork W3121861828 @default.
- W4312903365 hasRelatedWork W3125607397 @default.
- W4312903365 hasRelatedWork W3125635846 @default.
- W4312903365 hasRelatedWork W3125784162 @default.
- W4312903365 hasRelatedWork W3127614224 @default.
- W4312903365 hasRelatedWork W3170661591 @default.
- W4312903365 hasRelatedWork W4239846697 @default.
- W4312903365 isParatext "false" @default.
- W4312903365 isRetracted "false" @default.
- W4312903365 workType "book-chapter" @default.