Commodities, energy and environmental finance. ([2015])

• Record Type: Book
• Further Information: Note: René Aïd, Michael Ludkovski, Ronnie Sircar, editors.
• Editors: Aïd, René; Ludkovski, Michael, 1980-; Sircar, Ronnie
• 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).
• Publisher Details: New York : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519; Mathematics; Distribution (Probability theory); Game theory; System theory; Economics -- Mathematical models; Energy industries; Environmental economics -- Mathematical models; MATHEMATICS -- Applied; Distribution (Probability theory); Economics -- Mathematical models; Energy industries; Environmental economics -- Mathematical models; Game theory; System theory; Mathematics -- Probability & Statistics -- General; Science -- System Theory; Probability & statistics; Cybernetics & systems theory; Systems theory; Mathematics -- Game Theory; Game theory; Electronic books
• Languages: English
• ISBNs: 9781493927333; 1493927337; 1493927329; 9781493927326
• Related ISBNs: 9781493927326
• Notes: Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.