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000727991 020__ $$a9781493927333$$qelectronic book
000727991 020__ $$a1493927337$$qelectronic book
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000727991 035__ $$aSP(OCoLC)ocn912875049
000727991 035__ $$aSP(OCoLC)912875049
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000727991 049__ $$aISEA
000727991 050_4 $$aQA273.6
000727991 08204 $$a519$$223
000727991 24500 $$aCommodities, energy and environmental finance$$h[electronic resource] /$$cRené Aïd, Michael Ludkovski, Ronnie Sircar, editors.
000727991 264_1 $$aNew York :$$bSpringer,$$c[2015]
000727991 300__ $$a1 online resource.
000727991 336__ $$atext$$btxt$$2rdacontent
000727991 337__ $$acomputer$$bc$$2rdamedia
000727991 338__ $$aonline resource$$bcr$$2rdacarrier
000727991 4901_ $$aFields Institute communications ;$$vv. 74
000727991 5050_ $$aFinancialization of the Commodity Markets (R. Carmona) -- Understanding the Tracking Errors of Commodity Leveraged ETFs (K. Guo, T. Leung) -- Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises? (D. Lautier, J. Ling, F. Raynaud) -- Margrabe Revisited (H. Tuenter) -- Cross-Commodity Modelling by Multivariate Ambit Fields (F. Benth, A. Veraart, O. Barndorff-Nielsen) -- Hedging Expected Losses on Derivatives in Electricity Futures Market (A. Nguyen Huu, N. Oudjane) -- Calibration of Electricity Price Models (O. Feron, E. Daboussi) -- Measuring the Competitiveness Benefits of Transmission Expansions in Wholesale Electricity Markets (F. Wolak) -- Incorporating Managerial Information into Real Option Valuation (S. Jaimungal, Y. Lawryshyn) -- Real Options with Regulatory Policy Uncertainty (M. Davison, C. Maxwell) -- A Hedged Monte Carlo Approach to Real Option Pricing (E. Brigatti, M. Souza, J. Zubelli) -- Technological Transition to Electric Mobility (R. Aid, I. Ben-Tahar) -- Game Theoretic Models for Energy Production (M. Ludkovski, R. Sircar) -- Design Analysis of Carbon Auction Market, Through Electricity Market Coupling (M. Bossy, N. Maizi, O. Pourtalier) -- Dynamic Cournot Duopolies Under Stochastic Demand (M. Ludkovski, X. Yang) -- Oligopoly Markets with Renewable Resources, Exploration and Evolving Extraction Costs with an Application to Energy Policy (A. Dasarathy, R. Sircar).
000727991 506__ $$aAccess limited to authorized users.
000727991 520__ $$aThis volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.
000727991 650_0 $$aDistribution (Probability theory)
000727991 650_0 $$aGame theory.
000727991 650_0 $$aSystem theory.
000727991 650_0 $$aEconomics$$xMathematical models.
000727991 650_0 $$aEnergy industries.
000727991 650_0 $$aEnvironmental economics$$xMathematical models.
000727991 7001_ $$aAïd, René,$$eeditor.
000727991 7001_ $$aLudkovski, Michael,$$d1980-$$eeditor.
000727991 7001_ $$aSircar, Ronnie,$$eeditor.
000727991 830_0 $$aFields Institute communications ;$$vv. 74.
000727991 852__ $$bebk
000727991 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-1-4939-2733-3$$zOnline Access$$91397441.1
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000727991 983__ $$aOnline
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