0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Quantitative And Empirical Analysis Of Energy Markets (Revised Edition) (Hardcover, Revised edition) Loot Price: R3,153
Discovery Miles 31 530
Quantitative And Empirical Analysis Of Energy Markets (Revised Edition) (Hardcover, Revised edition): Apostolos Serletis

Quantitative And Empirical Analysis Of Energy Markets (Revised Edition) (Hardcover, Revised edition)

Apostolos Serletis

Series: World Scientific Series on Environmental and Energy Economics and Policy, 10

 (sign in to rate)
Loot Price R3,153 Discovery Miles 31 530 | Repayment Terms: R295 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

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.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Series: World Scientific Series on Environmental and Energy Economics and Policy, 10
Release date: February 2013
First published: December 2012
Editors: Apostolos Serletis
Dimensions: 236 x 155 x 23mm (L x W x T)
Format: Hardcover
Pages: 340
Edition: Revised edition
ISBN-13: 978-981-4436-21-2
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Industry & industrial studies > Energy industries & utilities > General
Promotions
LSN: 981-4436-21-6
Barcode: 9789814436212

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector…
Frederick Fourie Paperback R116 R108 Discovery Miles 1 080
Essential Mathematics for Economics and…
T. Bradley Paperback R1,685 Discovery Miles 16 850
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Introductory Econometrics - A Modern…
Jeffrey Wooldridge Hardcover R1,314 R1,229 Discovery Miles 12 290
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,343 R1,254 Discovery Miles 12 540
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,366 R1,273 Discovery Miles 12 730
E.Europe Russia & C Asia 2001
Europa Publications Hardcover R10,268 Discovery Miles 102 680
Statistics for Business and Economics…
Paul Newbold, William Carlson, … Paperback R2,479 Discovery Miles 24 790
Panel Data Econometrics
Manuel Arellano Hardcover R4,564 Discovery Miles 45 640
Tax Policy and Uncertainty - Modelling…
Christopher Ball, John Creedy, … Hardcover R2,683 Discovery Miles 26 830
Advanced Introduction to Spatial…
Daniel A. Griffith, Bin Li Paperback R662 Discovery Miles 6 620
Basic mathematics for economics students…
D. Yu Paperback R383 Discovery Miles 3 830

See more

Partners