Extent:
Online-Ressource (XIX, 247 p, online resource)
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Includes bibliographical references (p. 238-241) and index
Cover; Contents; List of Tables; List of Figures; Preface; 1 The Statistical Nature of Energy Risk Modeling; 1.1 Historical evolution of energy; 1.2 Financial risks of energy; 1.3 The role of economics-elements of price theory; 1.4 Energy markets and products; 1.5 The science of energy risk modeling; 1.6 Further reading and resources; 2 Introduction to Applied Probability for Energy Risk Management; 3 Descriptive Statistics of Energy Prices and Returns; 4 Inferential Statistical Methods for Energy Risk Managers; 5 Modeling and Fitting Price Distributions
6 Nonparametric Density Estimation for Energy Price Returns7 Correlation Analysis; 8 A Primer in Applied Regression Analysis; 9 Multiple Regression and Prediction; 10 Misspecification Testing; 11 Non-linear and Limited Dependent Regression; 12 Modeling Energy Price Volatility; 13 Stochastic Differential Equations for Derivative Pricing and Energy Risk Management; Appendix: Statistical Tables; Notes; Index
6 Nonparametric Density Estimation for Energy Price Returns7 Correlation Analysis; 8 A Primer in Applied Regression Analysis; 9 Multiple Regression and Prediction; 10 Misspecification Testing; 11 Non-linear and Limited Dependent Regression; 12 Modeling Energy Price Volatility; 13 Stochastic Differential Equations for Derivative Pricing and Energy Risk Management; Appendix: Statistical Tables; Notes; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W;
ISBN: 978-0-230-52378-4 ; 978-1-349-51702-2
Other identifiers:
10.1057/9780230523784 [DOI]
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012054126