Energy Trading and Risk Management Commentary on Arbitrage, Risk Measurement, and Hedging Strategy

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, a...

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Detalles Bibliográficos
Autor Corporativo: SpringerLink (-)
Otros Autores: Nakajima, Tadahiro, autor (autor), Hamori, Shigeyuki, autor
Formato: Libro electrónico
Idioma:Inglés
Publicado: Singapore : Springer Nature Singapore 2022.
Edición:1st ed
Colección:Springer eBooks.
Kobe University Monograph Series in Social Science Research,
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b47151584*spi
Tabla de Contenidos:
  • Introduction
  • Arbitrage Trading in Energy Market and Risk Measurement
  • Fuel Markets Connectedness and Fuel Portfolio Risk
  • Hedging Strategy with Futures Contracts
  • Investing in a portfolio consisting of energies and related commodities.