Energy Risk Modeling

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

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