Energy Risk Modeling

Applied Modeling Methods for Risk Managers

  • Authors
  • Nigel┬áDa┬áCosta Lewis

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xix
  2. The Statistical Nature of Energy Risk Modeling

    1. Nigel Da Costa Lewis
      Pages 1-17
  3. Statistical Foundations of Energy Risk Modeling

    1. Front Matter
      Pages 19-19
    2. Nigel Da Costa Lewis
      Pages 41-52
  4. Applied Modeling: Techniques and Applications

    1. Front Matter
      Pages 63-64
    2. Nigel Da Costa Lewis
      Pages 65-106
    3. Nigel Da Costa Lewis
      Pages 125-150
    4. Nigel Da Costa Lewis
      Pages 151-168
    5. Nigel Da Costa Lewis
      Pages 169-178
    6. Nigel Da Costa Lewis
      Pages 179-186
    7. Nigel Da Costa Lewis
      Pages 187-195
    8. Nigel Da Costa Lewis
      Pages 196-212
  5. Back Matter
    Pages 227-247

About this book

Introduction

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk. Statistical ideas are presented by outlining the necessary concepts and illustrating how these ideas can be implemented. This is the first energy risk book on the market to focus specifically on the role of statistical methods. Its practical approach makes the book a very useful reference and an interesting read.

Keywords

Rating Risk Management Volatility

Bibliographic information

  • DOI https://doi.org/10.1057/9780230523784
  • Copyright Information Palgrave Macmillan, a division of Macmillan Publishers Limited 2005
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Palgrave Economics & Finance Collection
  • Print ISBN 978-1-349-51702-2
  • Online ISBN 978-0-230-52378-4
  • About this book