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Handbook of Energy Finance:Theories, Practices and Simulations

Edited by Stéphane Goutte () and Duc Khuong Nguyen

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but also more integrated with other tradable asset classes. More importantly, their large and frequent fluctuations in terms of both prices and volatility, particularly in the aftermath of the global financial crisis 2008-2009, posit difficulties for modeling and forecasting energy price behavior and are primary sources of concerns for macroeconomic stability and general economic performance.

Keywords: Energy Finance; Financial and Economic Modeling; Volatility; Forecasting; Quantitative Finance; Energy Markets (search for similar items in EconPapers)
JEL-codes: G20 G32 Q40 (search for similar items in EconPapers)
Date: 2020
ISBN: 9789813278370
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Chapters in this book:

Ch 1 Evolution of Forecasting Techniques for Dynamic Energy Markets , pp 3-34 Downloads
Julie Carey and Derya Eryilmaz
Ch 2 Econometric Modeling of the World Oil Market as a Dynamic Game , pp 35-46 Downloads
Khaled H. Kheiravar and C.-Y. Cynthia Lin Lawell
Ch 3 Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach , pp 47-71 Downloads
Afees Salisu and Raymond Swaray
Ch 4 Bayesian Approach to Energy Load Forecast with Neural Networks , pp 73-92 Downloads
Luca Di Persio and Oleksandr Honchar
Ch 5 Electricity Market Coupling in Europe: Status Quo and Future Challenges , pp 93-120 Downloads
Roland Füss, Steffen Mahringer and Marcel Prokopczuk
Ch 6 Spatial Econometrics in Electricity Markets Research , pp 121-156 Downloads
Rita De Siano and Alessandro Sapio
Ch 7 An Investigation into Dynamics, Elasticity and Asymmetry for Residential Natural Gas Markets , pp 157-181 Downloads
Kelly Burns and Tom Houghton
Ch 8 Applied Models of Heavy Tails and Skewness in Energy Prices with an Application to Electricity Price Risk , pp 185-213 Downloads
W. Walls and Wei Zhang
Ch 9 Jumps in Energy Commodity Markets , pp 215-229 Downloads
Neil Wilmot and Charles Mason
Ch 10 What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market , pp 231-245 Downloads
Paweł Maryniak and Rafał Weron
Ch 11 Stochastic Modeling and Pricing of Energy Markets’ Contracts with Local Stochastic Delayed and Jumped Volatilities , pp 247-266 Downloads
Anatoliy Swishchuk
Ch 12 Volatility Spillover Effects in the Oil and Financial Market: Cross-Hedging in the US Oil Market and the Energy Pipeline Sector , pp 267-299 Downloads
Jingze Jiang and Thomas Marsh
Ch 13 Analysis of NCG Prices Under Different Shapes of Oil Price Recovery with a Worldwide Gas Market Model , pp 301-316 Downloads
Maik Günther and Mostafa Fallahnejad
Ch 14 Energy Risk Management in Practice , pp 319-341 Downloads
Wieger Johan Hinderks, Andreas Wagner and Prilly Oktoviany
Ch 15 Optimal Design of Energy Distribution Network using Power Flow Controller , pp 343-361 Downloads
Takayuki Shiina
Ch 16 The Troubled Path Toward Greater Transparency as a Means to Foster Good Corporate Governance and Fight Against Corruption in the Energy Sector , pp 363-393 Downloads
Costantino Grasso
Ch 17 The Hidden Role of Civil Liability in the Electronuclear Industry: Accident Costs, Insurance and Industrial Organization , pp 395-426 Downloads
Gerard Mondello
Ch 18 Estimation of the Hotelling Rule for Oil under Stochastic Investment Opportunities , pp 427-447 Downloads
Johnson Kakeu and Mohammed Bouaddi
Ch 19 Financing the Reduction of Greenhouse Gas Emissions: A New Allocation System for Dependent Risks , pp 451-466 Downloads
Lorena Remuzgo, Carmen Trueba and José María Sarabia
Ch 20 Efficiency of Source Differentiated Sectoral Energy Demand Accounting for Climate , pp 467-488 Downloads
Saleem Shaik
Ch 21 Impact of the Global Financial Crisis 2007 on Project Finance in the Renewable Energy Sector , pp 489-507 Downloads
Iris Pfarl and Christian Bellak
Ch 22 Environmental Concerns and the Cost of Equity in the US Energy Sector , pp 509-550 Downloads
Marcelo Bianconi and Xue Wang
Ch 23 German Natural Gas Seasonal Effects on Futures Hedging , pp 553-577 Downloads
Beatriz Martinez, Hipolit Torro and Vanesa Garcia
Ch 24 An Alternative Valuation of Energy Options for Atypical Markets , pp 579-594 Downloads
David G. Carmichael and Maria C. A. Balatbat
Ch 25 Non-Financial Firms Hedging Risks in East Asia: The Link Between Financial Derivatives Use, Firm Value and Exposures to Country Risks , pp 595-650 Downloads
Trang Kim and Quang Nguyen
Ch 26 Risk Management and Hedging Approaches in Energy Markets , pp 651-667 Downloads
Jim Hanly
Ch 27 Modeling the Dynamics of Implied Carbon Price and its Influence on the Stock Price Variability of Energy Companies in the Australian Electric Utility Sector , pp 671-695 Downloads
Liangxu Zhu and Tiho Ancev
Ch 28 Cointegrating Relationship and Granger Causal Analysis in Energy Economics — A Practical Guidance , pp 697-741 Downloads
Zheng Fang and Thai-Ha Le
Ch 29 The Impact of Unconventional Monetary Policy Shocks on Energy Prices , pp 743-764 Downloads
Panagiota Makrychoriti, Georgios Moratis and Spyros Spyrou
Ch 30 Chaos Versus Stochastic Paradigm in Energy Markets , pp 765-786 Downloads
Loretta Mastroeni and Pierluigi Vellucci

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