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Author : Lars Bjerkan
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (643 download)
Download or read book The Natural Gas Futures Market Theory and Practice written by Lars Bjerkan and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Elting Treat
Publisher : Pennwell Corporation
ISBN 13 : 9780878147526
Total Pages : 379 pages
Book Rating : 4.1/5 (475 download)
Download or read book Energy Futures written by John Elting Treat and published by Pennwell Corporation. This book was released on 2000 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: More than a dozen of the futures industry's leading authorities provide you with an even broader background in both the theory and practice of energy futures trading in this newly-updated text. They review the history of the futures markets and the fundamentals of trading, hedging, and technical analysis; then update you on the newest trends in energy futures trading - natural gas and electric futures, options, regulations, and new information services. What's New: New chapters specifically dedicated to the oil futures market, natural gas markets, and electricity markets A new chapter on market fundamentals with details on how to manage energy supply and trading groups A sample electricity contract. About the Author: John Elting Treat is Vice President of Booz, Allen & Hamilton, Inc., a firm responsible for management consulting to the energy industry. He also leads the firm's wargaming activities. His recent work includes assignments for national and international companies in both North and South America, Europe, the Middle East, and Asia. Mr Treat received degrees in International Economics from Princeton and from Johns Hopkins University.
Author : David Long
Publisher : Elsevier
ISBN 13 : 1855738511
Total Pages : 641 pages
Book Rating : 4.8/5 (557 download)
Download or read book Gas Trading Manual written by David Long and published by Elsevier. This book was released on 2001-07-20 with total page 641 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its launch in 2001, Gas Trading Manual (GTM) has established itself as the leading information source on the international gas market. Compiled from the contributions of some of the most senior and widely respected figures in the trade, this edition provides detailed and accurate analysis on all aspects of this complex business from the geography of gas through to the markets, trading instruments, contracts, gas pricing, accounting and taxation. This edition further enhances its reputation as the indispensable practical companion for all those involved in the trading of gas.
Author : Thomas Joseph Fazzio
Publisher :
ISBN 13 :
Total Pages : 71 pages
Book Rating : 4.:/5 (658 download)
Download or read book A Statistical Analysis of the Natural Gas Futures Market written by Thomas Joseph Fazzio and published by . This book was released on 2010 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper attempts to understand the price dynamics of the North American natural gas market through a statistical survey that includes an analysis of the variables influencing the price and volatility of this energy market. The analysis develops a theoretical model for the conditional reactions to weekly natural gas inventory reports, and develops an extended theory of errors in natural gas inventory estimates. The central objective of this thesis is to answer the fundamental question of whether the volatility of natural gas futures are conditional on the season or the level of the natural gas in inventory and how accurate are analysts at forecasting the inventory level. Commodity prices are volatile, and volatility itself varies over time. I examine the role of volatility in shortrun natural gas market dynamics and the determinants of error in inventory estimates leading to this variance. I develop a structural model that equates the conditional volatility response to the error made in analyst forecasts, inherently relating analyst sentiment to volatility and price discovery. I find that in the extremes of the inventory cycle (i.e., near peak injection/withdraw) that variance is particularly strong, and significantly higher than non-announcement days. The high announcement day volatility reflects larger price changes. With statistical significance, we can conclude that when the natural gas market is under-supplied, the near-term Henry Hub Natural Gas futures contract becomes nearly twice as volatile than in an oversupplied market. Furthemore, analysts are more prone to make errors in their estimates of weekly inventory levels around these same time periods. Natural gas is an essential natural resource and is used in myriad aspects of the global economy and society. As we look to develop more sustainable energy policies, North America's abundant clean-burning natural gas will hold an essential role in helping us to secure our future energy independence. An ability to understand the factors influencing it is supply and demand, and thus price, are and will continue to be essential.
Author : Nicola Secomandi
Publisher : World Scientific
ISBN 13 : 9813149426
Total Pages : 258 pages
Book Rating : 4.8/5 (131 download)
Download or read book Real Options In Energy And Commodity Markets written by Nicola Secomandi and published by World Scientific. This book was released on 2016-11-28 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of real options is concerned with the management and financial valuation of operational flexibility in business endeavors. From the very outset, energy and commodity markets — which play fundamental roles in the worldwide economy — have provided a relevant context for real option analysis, both in theory and practice.This volume is a collection of six chapters covering recent research on real options in energy and commodity markets, reflecting the significance of these markets for real option analysis. The volume is divided into two parts — the first on theory and the second on methods and applications.The two chapters in the first part of the book respectively address commodity storage and the concept of convenience yield, and how the management of real options can be impacted by the trader's own market decisions in the context of commodity shipping.The four chapters in the second part of the book propose and apply real option models in various domains — modeling the evolution of futures prices of emission certificates; managing copper extraction illustrated with an application to a project at Codelco, Chile, the largest copper producer in the world; the core ideas behind real option analysis in the context of the merchant management of hydrocarbon cracking operations; and optimizing the portfolio of contracts that oil refineries use to market their gasoline production.
Author : Steven Errera
Publisher : Pennwell Books
ISBN 13 : 9781593703264
Total Pages : 0 pages
Book Rating : 4.7/5 (32 download)
Download or read book Fundamentals of Trading Energy Futures and Options written by Steven Errera and published by Pennwell Books. This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading in energy futures and options plays a key role in hedging against fluctuations in the price of energy commodities, especially crude oil and natural gas. This long-awaited new edition highlights how exchange-traded futures and options markets work and how companies can successfully use the markets in their overall strategy to increase profitability. This wide-ranging new edition offers valuable insight for young professionals and students. Discussions on market efficiency, the role of commodities in Modern Portfolio Theory, and the NYMEX introduction of Clearport are all covered in this introduction to futures markets.
Author : Leif B. G. Andersen
Publisher :
ISBN 13 :
Total Pages : 45 pages
Book Rating : 4.:/5 (129 download)
Download or read book Markov Models for Commodity Futures written by Leif B. G. Andersen and published by . This book was released on 2008 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: This objective of this paper is to develop a generic, yet practical framework for construction of Markov models for commodity derivatives. We aim for sufficient richness to permit applications to a broad variety of commodity markets, including those that are characterized by seasonality and by spikes in the spot process. In the first, largely theoretical, part of the paper we derive a series of useful results about low-dimensional Markov representation of the dynamics of an entire term structure of futures prices. Extending previous results in the literature, we cover jump-diffusive models with stochastic volatility as well as several classes of regime-switch models. To demonstrate the process of building models for a specific commodity market, the second part of the paper applies a selection of our theoretical results to the exercise of constructing and calibrating derivatives trading models for USD natural gas. Special attention is paid to the incorporation of empirical seasonality effects in futures prices, in implied volatilities and their smile, and in correlations between futures contracts of different maturities. European option pricing in our proposed gas model is closed-form and of the same complexity as the Black-Scholes formula.
Author : Claudio Silverii
Publisher :
ISBN 13 :
Total Pages : 522 pages
Book Rating : 4.:/5 (221 download)
Download or read book The Heating Oil Futures Market written by Claudio Silverii and published by . This book was released on 1985 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jonathan Stern
Publisher : Oxford Institute for Energy Studies
ISBN 13 : 9780199661060
Total Pages : 0 pages
Book Rating : 4.6/5 (61 download)
Download or read book The Pricing of Internationally Traded Gas written by Jonathan Stern and published by Oxford Institute for Energy Studies. This book was released on 2012-11-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume on the pricing of gas in international trade. Gas accounts for around 25% of global energy demand and international gas trade is growing rapidly. The book covers the development of international gas pricing in all regions of the world where gas is traded, and considers whether gas could become a global market.
Author : Glachant, Jean-Michel
Publisher : Edward Elgar Publishing
ISBN 13 : 1788979958
Total Pages : 672 pages
Book Rating : 4.7/5 (889 download)
Download or read book Handbook on Electricity Markets written by Glachant, Jean-Michel and published by Edward Elgar Publishing. This book was released on 2021-11-12 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: With twenty-two chapters written by leading international experts, this volume represents the most detailed and comprehensive Handbook on electricity markets ever published.
Author : Christopher Decker
Publisher : Cambridge University Press
ISBN 13 : 131651451X
Total Pages : 779 pages
Book Rating : 4.3/5 (165 download)
Download or read book Modern Economic Regulation written by Christopher Decker and published by Cambridge University Press. This book was released on 2023-05-31 with total page 779 pages. Available in PDF, EPUB and Kindle. Book excerpt: Brings economic regulation to life by tracing theoretical insights through to real-world applications in eight essential regulated sectors.
Author :
Publisher :
ISBN 13 :
Total Pages : 490 pages
Book Rating : 4.3/5 ( download)
Download or read book Natural Gas Monthly written by and published by . This book was released on 1990 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 334 pages
Book Rating : 4.3/5 (91 download)
Download or read book JER written by and published by . This book was released on 2006 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Craig Pirrong
Publisher : Cambridge University Press
ISBN 13 : 1139501976
Total Pages : 238 pages
Book Rating : 4.1/5 (395 download)
Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Author : Robert Clews
Publisher : Academic Press
ISBN 13 : 0128005297
Total Pages : 416 pages
Book Rating : 4.1/5 (28 download)
Download or read book Project Finance for the International Petroleum Industry written by Robert Clews and published by Academic Press. This book was released on 2016-04-07 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This overview of project finance for the oil and gas industry covers financial markets, sources and providers of finance, financial structures, and capital raising processes. About US$300 billion of project finance debt is raised annually across several capital intensive sectors—including oil and gas, energy, infrastructure, and mining—and the oil and gas industry represents around 30% of the global project finance market. With over 25 year’s project finance experience in international banking and industry, author Robert Clews explores project finance techniques and their effectiveness in the petroleum industry. He highlights the petroleum industry players, risks, economics, and commercial/legal arrangements. With petroleum industry projects representing amongst the largest industrial activities in the world, this book ties together concepts and tools through real examples and aims to ensure that project finance will continue to play a central role in bringing together investors and lenders to finance these ventures. Combines the theory and practice of raising long-term funding for capital intensive projects with insights about the appeal of project finance to the international oil and gas industry Includes case studies and examples covering projects in the Arctic, East Africa, Latin America, North America, and Australia Emphasizes the full downstream value chain of the industry instead of limiting itself to upstream and pipeline project financing Highlights petroleum industry players, risks, economics, and commercial and legal arrangements
Author : Karen Glanz
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (319 download)
Download or read book Theory at a Glance written by Karen Glanz and published by . This book was released on 1997 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 290 pages
Book Rating : 4.3/5 (243 download)
Download or read book Gas Storage written by and published by . This book was released on 1990 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
