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

  • CategoryOther
  • TypeE-Books
  • LanguageEnglish
  • Total size5.7 MB
  • Uploaded Byfreecoursewb
  • Downloads10
  • Last checkedNov. 08th '22
  • Date uploadedNov. 08th '22
  • Seeders 10
  • Leechers1
Your ISP and Government can track your torrent activity! Hide your IP with a VPN!

Infohash : 1AD5AB0F02F9D4A9A3E33FFB9C3F73A254EE2C63

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



https://CourseMega.com

English | 2022 | ISBN: 9811956022 | 145 Pages | PDF (True) | 6 MB

This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices of energy trading and risk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation, multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models, exponential GARCH (EGARCH) models, optimal hedge ratio, copula, value-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets and energy trade.

Files:

[ CourseMega.com ] Energy Trading and Risk Management - Commentary on Arbitrage, Risk Measurement, and Hedging Strategy
  • Get Bonus Downloads Here.url (0.2 KB)
    • ~Get Your Files Here !
    • 9811956022.pdf (5.7 MB)
    • Bonus Resources.txt (0.4 KB)

Code:

  • udp://tracker.torrent.eu.org:451/announce
  • udp://tracker.tiny-vps.com:6969/announce
  • http://tracker.foreverpirates.co:80/announce
  • udp://tracker.cyberia.is:6969/announce
  • udp://exodus.desync.com:6969/announce
  • udp://explodie.org:6969/announce
  • udp://tracker.opentrackr.org:1337/announce
  • udp://9.rarbg.to:2780/announce
  • udp://tracker.internetwarriors.net:1337/announce
  • udp://ipv4.tracker.harry.lu:80/announce
  • udp://open.stealth.si:80/announce
  • udp://9.rarbg.to:2900/announce
  • udp://9.rarbg.me:2720/announce
  • udp://opentor.org:2710/announce