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

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

Name: Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)
Price: 119.99 USD
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Book Synopsis: 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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Unlock the secrets of energy markets with our insightful book, "Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy". Perfect for beginners in econometrics and mathematical finance, this book provides practical tools and methodologies to analyze and interpret energy markets effectively. Learn from real-world examples in North American, European, and Asian energy markets to enhance your understanding of energy trading and risk management. Don't miss out on this valuable resource to elevate your knowledge and skills.

Dive deep into the world of energy trading and risk management with our comprehensive guide. Explore the quantitative analyses presented in this book to uncover the unique characteristics of energy markets. From stochastic arbitrage simulation to GARCH models and copula analysis, this book covers a wide range of topics essential for anyone interested in understanding energy markets. Gain valuable insights and practical knowledge to make informed decisions in the complex world of energy trade.

Take your expertise to the next level in energy markets with "Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy". Whether you are a researcher, student, or industry professional, this book offers a wealth of empirical studies and insights into energy trading practices. Explore concepts such as value-at-risk, optimal hedge ratio, and VAR models to enhance your analytical skills and decision-making capabilities. Elevate your understanding of energy markets and stay ahead of the curve with this essential resource.

Ready to enhance your knowledge of energy markets and energy trade? Dive into the world of energy trading with our book, "Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy". Gain valuable insights and practical knowledge to navigate the complexities of energy markets. Don't wait any longer – unlock the secrets of energy trading today!

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