The Resource Commodities, Energy and Environmental Finance, edited by René Aïd, Michael Ludkovski, Ronnie Sircar, (electronic resource)

Commodities, Energy and Environmental Finance, edited by René Aïd, Michael Ludkovski, Ronnie Sircar, (electronic resource)

Label
Commodities, Energy and Environmental Finance
Title
Commodities, Energy and Environmental Finance
Statement of responsibility
edited by René Aïd, Michael Ludkovski, Ronnie Sircar
Contributor
Editor
Provider
Subject
Language
eng
Summary
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics
Member of
Image bit depth
0
LC call number
  • HB144
  • QA269-272
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Aïd, René.
  • Ludkovski, Michael.
  • Sircar, Ronnie.
  • SpringerLink
Series statement
Fields Institute Communications,
Series volume
74
http://library.link/vocab/subjectName
  • Mathematics
  • Systems theory
  • Distribution (Probability theory)
  • Mathematics
  • Game Theory, Economics, Social and Behav. Sciences
  • Probability Theory and Stochastic Processes
  • Systems Theory, Control
Label
Commodities, Energy and Environmental Finance, edited by René Aïd, Michael Ludkovski, Ronnie Sircar, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Financialization of the Commodity Markets (R. Carmona) -- Understanding the Tracking Errors of Commodity Leveraged ETFs (K. Guo, T. Leung) -- Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises? (D. Lautier, J. Ling, F. Raynaud) -- Margrabe Revisited (H. Tuenter) -- Cross-Commodity Modelling by Multivariate Ambit Fields (F. Benth, A. Veraart, O. Barndorff-Nielsen) -- Hedging Expected Losses on Derivatives in Electricity Futures Market (A. Nguyen Huu, N. Oudjane) -- Calibration of Electricity Price Models (O. Feron, E. Daboussi) -- Measuring the Competitiveness Benefits of Transmission Expansions in Wholesale Electricity Markets (F. Wolak) -- Incorporating Managerial Information into Real Option Valuation (S. Jaimungal, Y. Lawryshyn) -- Real Options with Regulatory Policy Uncertainty (M. Davison, C. Maxwell) -- A Hedged Monte Carlo Approach to Real Option Pricing (E. Brigatti, M. Souza, J. Zubelli) -- Technological Transition to Electric Mobility (R. Aid, I. Ben-Tahar) -- Game Theoretic Models for Energy Production (M. Ludkovski, R. Sircar) -- Design Analysis of Carbon Auction Market, Through Electricity Market Coupling (M. Bossy, N. Maizi, O. Pourtalier) -- Dynamic Cournot Duopolies Under Stochastic Demand (M. Ludkovski, X. Yang) -- Oligopoly Markets with Renewable Resources, Exploration and Evolving Extraction Costs with an Application to Energy Policy (A. Dasarathy, R. Sircar)
Dimensions
unknown
Extent
XII, 430 p. 121 illus., 90 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9781493927333
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-1-4939-2733-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-4939-2733-3
Label
Commodities, Energy and Environmental Finance, edited by René Aïd, Michael Ludkovski, Ronnie Sircar, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Financialization of the Commodity Markets (R. Carmona) -- Understanding the Tracking Errors of Commodity Leveraged ETFs (K. Guo, T. Leung) -- Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises? (D. Lautier, J. Ling, F. Raynaud) -- Margrabe Revisited (H. Tuenter) -- Cross-Commodity Modelling by Multivariate Ambit Fields (F. Benth, A. Veraart, O. Barndorff-Nielsen) -- Hedging Expected Losses on Derivatives in Electricity Futures Market (A. Nguyen Huu, N. Oudjane) -- Calibration of Electricity Price Models (O. Feron, E. Daboussi) -- Measuring the Competitiveness Benefits of Transmission Expansions in Wholesale Electricity Markets (F. Wolak) -- Incorporating Managerial Information into Real Option Valuation (S. Jaimungal, Y. Lawryshyn) -- Real Options with Regulatory Policy Uncertainty (M. Davison, C. Maxwell) -- A Hedged Monte Carlo Approach to Real Option Pricing (E. Brigatti, M. Souza, J. Zubelli) -- Technological Transition to Electric Mobility (R. Aid, I. Ben-Tahar) -- Game Theoretic Models for Energy Production (M. Ludkovski, R. Sircar) -- Design Analysis of Carbon Auction Market, Through Electricity Market Coupling (M. Bossy, N. Maizi, O. Pourtalier) -- Dynamic Cournot Duopolies Under Stochastic Demand (M. Ludkovski, X. Yang) -- Oligopoly Markets with Renewable Resources, Exploration and Evolving Extraction Costs with an Application to Energy Policy (A. Dasarathy, R. Sircar)
Dimensions
unknown
Extent
XII, 430 p. 121 illus., 90 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9781493927333
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-1-4939-2733-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-4939-2733-3

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