QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS (REVISED EDITION): 10 (World Scientific Series on Environmental and Energy Economics and Policy) - Image 1

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World Scientific Publishing Company QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS (REVISED EDITION): 10 (World Scientific Series on Environmental and Energy Economics and Policy)

Name: QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS (REVISED EDITION): 10 (World Scientific Series on Environmental and Energy Economics and Policy)
Brand: World Scientific Publishing Company
Price: 71.0 GBP
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Econometrics

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Description

The revised edition of this book captures new developments in economics and finance. Turning its focus towards the application of Engle's (1982) autoregressive conditional heteroscedasticity (ARCH) in cutting-edge research and a discussion of whether energy prices reflect long memory, this book will keep readers up-to-date with current developments in the literature. It presents twenty-one empirical studies of econometric time series analysis of crude oil, natural gas and electricity markets in face of the rapidly changing dynamics of the energy markets. Amongst them, several studies employ nonlinear time series methods, unlike the standard linear approach commonly used, to reflect the nonlinear nature of the economic system. Two new chapters are included, extending beyond the leading-edge research and innovative energy markets econometrics detailed in the first edition: Chapter 17 examines the effects of oil price changes and speculations on economic activity and Chapter 20 re-evaluates empirical evidence for random walk type behavior in energy futures prices using a statistical physics approach.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814436216
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 28 February 2013
Listed Since: 03 October 2012

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World Scientific Publishing Company QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS (REVISED EDITION): 10 (World Scientific Series on Environmental and Energy Economics and Policy)

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