Quantitative and Empirical Analysis of Energy Markets

Apostolos Serletis

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

Abstract: Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:

Keywords: Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets (search for similar items in EconPapers)
Date: 2007
ISBN: 9789812704740
References: Add references at CitEc
Citations: View citations in EconPapers (11)

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https://www.worldscientific.com/worldscibooks/10.1142/6352 (text/html)
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Chapters in this book:

Ch 1 Unit Root Behavior in Energy Futures Prices , pp 7-14

Apostolos Serletis

Ch 2 Rational Expectations, Risk, and Efficiency in Energy Futures Markets , pp 15-22

Apostolos Serletis

Ch 3 Maturity Effects in Energy Futures , pp 23-37

Apostolos Serletis

Ch 4 Business Cycles and the Behavior of Energy Prices , pp 38-45

Apostolos Serletis and Vaughn W. Hulleman

Ch 5 A Cointegration Analysis of Petroleum Futures Prices , pp 46-54

Apostolos Serletis

Ch 6 Is There an East-West Split in North American Natural Gas Markets? , pp 59-72

Apostolos Serletis

Ch 7 Business Cycles and Natural Gas Prices , pp 73-81

Apostolos Serletis and Asghar Shahmoradi

Ch 8 Futures Trading and the Storage of North American Natural Gas , pp 82-87

Apostolos Serletis and Asghar Shahmoradi

Ch 9 Power Trade on the Alberta-BC Interconnection , pp 93-102

Mattia Bianchi and Apostolos Serletis

Ch 10 Imports, Exports, and Prices in Alberta's Deregulated Power Market , pp 103-120

Apostolos Serletis and Paul Dormaar

Ch 11 Cointegration Analysis of Power Prices in the Western North American Markets , pp 121-143

Mattia Bianchi and Apostolos Serletis

Ch 12 The Cyclical Behavior of Monthly NYMEX Energy Prices , pp 149-155

Apostolos Serletis and Todd Kemp

Ch 13 The Message in North American Energy Prices , pp 156-171

Apostolos Serletis and John Herbert

Ch 14 Testing for Common Features in North American Energy Markets , pp 172-187

Apostolos Serletis and Ricardo Rangel-Ruiz

Ch 15 Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market , pp 193-204

Apostolos Serletis and Asghar Shahmoradi

Ch 16 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets , pp 205-220

Apostolos Serletis and Akbar Shahmoradi

Ch 17 The North American Natural Gas Liquids Markets are Chaotic , pp 225-244

Apostolos Serletis and Periklis Gogas

Ch 18 Random Fractal Structures in North American Energy Markets , pp 245-255

Apostolos Serletis and Ioannis Andreadis

Ch 19 Randomly Modulated Periodic Signals in Alberta's Electricity Market , pp 256-267

Melvin Hinich and Apostolos Serletis

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