標題: Titlebook: Energy Trading and Risk Management; Commentary on Arbitr Tadahiro Nakajima,Shigeyuki Hamori Book 2022 The Editor(s) (if applicable) and The [打印本頁] 作者: ominous 時間: 2025-3-21 19:58
書目名稱Energy Trading and Risk Management影響因子(影響力)
書目名稱Energy Trading and Risk Management影響因子(影響力)學科排名
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書目名稱Energy Trading and Risk Management網(wǎng)絡(luò)公開度學科排名
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書目名稱Energy Trading and Risk Management被引頻次學科排名
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書目名稱Energy Trading and Risk Management年度引用學科排名
書目名稱Energy Trading and Risk Management讀者反饋
書目名稱Energy Trading and Risk Management讀者反饋學科排名
作者: PACK 時間: 2025-3-21 20:54 作者: impale 時間: 2025-3-22 02:56 作者: mucous-membrane 時間: 2025-3-22 07:08
Hedging Strategy with Futures Contracts,he volatility of the portfolio return, which consists of a spot and its futures, defined as the optimal hedge ratio (OHR), is the covariance of the spot and futures return series divided by the variance of the futures return series. We introduce some multivariate generalized autoregressive condition作者: negligence 時間: 2025-3-22 08:53 作者: 使痛苦 時間: 2025-3-22 14:43
Alternative to Postface: Market Risk Transfer in Power Companies, where the LNG price is linearly linked to the crude oil index price, although it has a lower threshold. Assuming that the business balance is neutral when the contract has no lower threshold, we can interpret this contract as a short position in a crude oil put option. Next, we discuss a power sale作者: 使痛苦 時間: 2025-3-22 19:51 作者: 來就得意 時間: 2025-3-23 00:49 作者: OREX 時間: 2025-3-23 04:47
,Dosisgr??en und Strahlenschutzbegriffe,mating three types of bivariate GARCH models (i.e., the diagonal VECH model, diagonal BEKK model, and constant conditional correlation (CCC) model). The results indicate that the portfolio constructed on the OHR calculated by the diagonal BEKK model has the best hedging effect in the US and UK markets.作者: GNAT 時間: 2025-3-23 07:08 作者: 皮薩 時間: 2025-3-23 12:04
Preface,la, 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 trade.作者: motor-unit 時間: 2025-3-23 16:05 作者: 有惡臭 時間: 2025-3-23 18:39 作者: ARENA 時間: 2025-3-23 23:17
2524-504X rkets.Reveals the characteristics of energy markets from the.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 prov作者: HEAVY 時間: 2025-3-24 05:04
Arbitrage Trading in Energy Markets and Measuring Its Risk,ibution of the futures price returns. The simulation with random numbers after creating the copulas measures the risk of a portfolio consisting of gas futures short positions and power futures long positions held during statistical arbitrage.作者: Pander 時間: 2025-3-24 07:32
Fuel Market Connectedness and Fuel Portfolio Risk,e stronger than in the selected natural gas markets. The spectral analysis of these connectedness indexes shows that short-term factors primarily explain the spillover effect of returns, while long-term factors primarily explain the spillover effect of volatility. Despite the stronger connectivity o作者: ORE 時間: 2025-3-24 12:47
Market Risk of a Power Generation Business,expected shortfall are 3.87 and 4.83%, respectively. The sudden withdrawal of the electric power business has a great impact on the economy. Therefore, this should not occur. The government should establish a method for measuring the market risk of power companies and regulate their accounting allow作者: 不吉祥的女人 時間: 2025-3-24 17:29
2524-504X oving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets and energy trade..978-981-19-5605-8978-981-19-5603-4Series ISSN 2524-504X Series E-ISSN 2524-5058 作者: 揮舞 時間: 2025-3-24 19:43
Book 2022ula, 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..作者: PHON 時間: 2025-3-25 01:37
Wechselwirkung schwerer geladener Teilchen,ibution of the futures price returns. The simulation with random numbers after creating the copulas measures the risk of a portfolio consisting of gas futures short positions and power futures long positions held during statistical arbitrage.作者: 莊嚴 時間: 2025-3-25 06:58 作者: 藐視 時間: 2025-3-25 10:14 作者: 舊病復(fù)發(fā) 時間: 2025-3-25 12:32 作者: 業(yè)余愛好者 時間: 2025-3-25 16:31 作者: 杠桿 時間: 2025-3-25 22:49 作者: 憤怒事實 時間: 2025-3-26 02:12
Methodik und Technik der Heliotherapie 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 character作者: 制造 時間: 2025-3-26 04:54 作者: 同來核對 時間: 2025-3-26 09:44
Dosisverteilungen um Afterloadingstrahler,(Diebold and Yilmaz in International Journal of Forecasting 28:57–66, 2012) and the spectral decomposition introduced by Baruník and K?ehlík (Baruník and K?ehlík in Journal of Financial Econometrics 16:271–296, 2018). We also explain the exponential generalized autoregressive conditional heterosceda作者: Texture 時間: 2025-3-26 15:26 作者: MIR 時間: 2025-3-26 17:12
https://doi.org/10.1007/978-3-322-92733-0 futures and short positions in electricity futures. This empirical analysis assumes that the company buys oil, gas, coal, and carbon credits and sells power in the European market. We check the relationship between these markets and measure market risk. The total connectedness of the returns and vo作者: 諂媚于人 時間: 2025-3-27 00:02
https://doi.org/10.1007/978-3-662-59275-5 where the LNG price is linearly linked to the crude oil index price, although it has a lower threshold. Assuming that the business balance is neutral when the contract has no lower threshold, we can interpret this contract as a short position in a crude oil put option. Next, we discuss a power sale作者: Cholesterol 時間: 2025-3-27 01:14 作者: Control-Group 時間: 2025-3-27 06:16 作者: 敵意 時間: 2025-3-27 11:11
Martin Hewitt about Arab/Egyptian culture and history In the mid 1950s, America was passing through the agony of the McCarthy era and the only awareness of the Middle East that I possessed at this juncture was that a state of Israel had been created for the Jews who survived World War II. Several years later, ha作者: 爭吵 時間: 2025-3-27 14:04
Willi Horner-Johnsonirtual learning spaces and their equivalents in the real?What qualities of difference should concern us now?The writings in this collection from three continents reflect a complex embrace of culture, power and technology.Topics978-94-6091-580-2Series ISSN 2214-9864 Series E-ISSN 2214-9872 作者: projectile 時間: 2025-3-27 21:06
The role of combination chemotherapy alone or as an adjuvant to radiation therapy in limited stagesill not discuss in any detail the therapy of advanced disease. Our purpose is to evaluate the role of combination chemotherapy either alone or with radiation in the management of more limited stage disease.作者: 縮短 時間: 2025-3-27 23:56
Inferences from Footprints: Archaeological Best Practicen driven by palaeontologists, yet archaeologists are just as likely to encounter footprints in excavations. It is therefore timely to review some of the key methodological developments and to focus attention on the inferences that can and, crucially, cannot be justifiably made from fossil footprints with specific reference to human tracks.作者: 桉樹 時間: 2025-3-28 03:00
