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

by Tadahiro Nakajima, Shigeyuki Hamori

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.

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Year of publication:	2022
Authors:	Nakajima, Tadahiro ; Hamori, Shigeyuki
Publisher:	2022.: Singapore : Springer Nature Singapore 2022.: Singapore : Imprint: Springer
Subject:	Energy market \| Energy trading \| Risk management \| Risk measurement \| Arbitrage \| Spillover effect \| Copula \| VaR \| Risikomanagement \| Hedging \| Energiemarkt \| Risikomaß \| Risk measure \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Rohstoffderivat \| Commodity derivative \| Energiewirtschaft \| Energy sector \| Derivat \| Derivative \| Multivariate Verteilung \| Multivariate distribution \| Energiehandel \| Spill-over-Effekt

Extent:	1 Online-Ressource (XVII, 133 p. 58 illus., 35 illus. in color.)
Series:	Kobe University Monograph Series in Social Science Research Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-981-19-5603-4 ; 978-981-19-5602-7 ; 978-981-19-5604-1 ; 978-981-19-5605-8
Other identifiers:	10.1007/978-981-19-5603-4 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013431279