Book Volume 74 2015

Commodities, Energy and Environmental Finance

Editors:

ISBN: 978-1-4939-2732-6 (Print) 978-1-4939-2733-3 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages i-xii

  2. Commodities and Financial Markets

    1. Front Matter

      Pages 1-1

    2. No Access

      Chapter

      Pages 3-37

      Financialization of the Commodities Markets: A Non-technical Introduction

    3. No Access

      Chapter

      Pages 39-63

      Understanding the Tracking Errors of Commodity Leveraged ETFs

    4. No Access

      Chapter

      Pages 65-90

      Integration of Commodity Derivative Markets: Has It Gone Too Far?

    5. No Access

      Chapter

      Pages 91-105

      Margrabe Revisited

  3. Electricity and Related Markets

    1. Front Matter

      Pages 107-107

    2. No Access

      Chapter

      Pages 109-148

      Cross-Commodity Modelling by Multivariate Ambit Fields

    3. No Access

      Chapter

      Pages 149-181

      Hedging Expected Losses on Derivatives in Electricity Futures Markets

    4. No Access

      Chapter

      Pages 183-210

      Calibration of Electricity Price Models

  4. Real Options

    1. Front Matter

      Pages 211-211

    2. No Access

      Chapter

      Pages 213-238

      Incorporating Managerial Information into Real Option Valuation

    3. No Access

      Chapter

      Pages 239-273

      Real Options with Regulatory Policy Uncertainty

    4. No Access

      Chapter

      Pages 275-299

      A Hedged Monte Carlo Approach to Real Option Pricing

    5. No Access

      Chapter

      Pages 301-313

      Transition to Electric Mobility: An Optimal Price Subsidy Rule

  5. Dynamic Games in Commodity Markets

    1. Front Matter

      Pages 315-315

    2. No Access

      Chapter

      Pages 317-333

      Game Theoretic Models for Energy Production

    3. No Access

      Chapter

      Pages 335-370

      Game Theory Analysis for Carbon Auction Market Through Electricity Market Coupling

    4. No Access

      Chapter

      Pages 371-396

      Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demand

    5. No Access

      Chapter

      Pages 397-430

      Variable Costs in Dynamic Cournot Energy Markets