Energy Trading and Risk Management

Energy Trading and Risk Management

Commentary on Arbitrage, Risk Measurement, and Hedging Strategy

Hamori, Shigeyuki; Nakajima, Tadahiro

Springer Verlag, Singapore

11/2022

133

Dura

Inglês

9789811956027

15 a 20 dias

428

Descrição não disponível.
Introduction.- Arbitrage Trading in Energy Market and Risk Measurement.- Fuel Markets Connectedness and Fuel Portfolio Risk.- Hedging Strategy with Futures Contracts.- Investing in a portfolio consisting of energies and related commodities.
Energy market;Energy trading;Risk management;Risk measurement;Arbitrage;Spillover effect;Copula;VaR