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

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
LSN:	981-4436-21-6
Barcode:	9789814436212

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