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Lewis, Nigel Costa

Energy Risk Modeling

Lewis, Nigel Costa - Energy Risk Modeling, ebook

358,05€

Ebook, PDF with Adobe DRM
ISBN: 9780230523784
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Table of contents

1. The Statistical Nature of Energy Risk Modeling
Nigel Costa Lewis

Part I. Statistical Foundations of Energy Risk Modeling

2. Introduction to Applied Probability for Energy Risk Management
Nigel Costa Lewis

3. Descriptive Statistics of Energy Prices and Returns
Nigel Costa Lewis

4. Inferential Statistical Methods for Energy Risk Managers
Nigel Costa Lewis

Part II. Applied Modeling: Techniques and Applications

5. Modeling and Fitting Price Distributions
Nigel Costa Lewis

6. Nonparametric Density Estimation for Energy Price Returns
Nigel Costa Lewis

7. Correlation Analysis
Nigel Costa Lewis

8. A Primer in Applied Regression Analysis
Nigel Costa Lewis

9. Multiple Regression and Prediction
Nigel Costa Lewis

10. Misspecification Testing
Nigel Costa Lewis

11. Non-linear and Limited Dependent Regression
Nigel Costa Lewis

12. Modeling Energy Price Volatility
Nigel Costa Lewis

13. Stochastic Differential Equations for Derivative Pricing and Energy Risk Management
Nigel Costa Lewis

Keywords: Business and Management, Business Finance, Risk Management, Investments and Securities

Author(s)
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Series
Finance and Capital Markets Series
Page amount
266 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230523784
Printed ISBN
978-1-349-51702-2

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