Book Volume 54 2014

The Interrelationship Between Financial and Energy Markets

Editors:

ISBN: 978-3-642-55381-3 (Print) 978-3-642-55382-0 (Online)

Table of contents (12 chapters)

  1. Front Matter

    Pages i-xxi

  2. Oil Industry

    1. Front Matter

      Pages 1-1

    2. No Access

      Chapter

      Pages 3-32

      Risk Factors in the Oil Industry: An Upstream and Downstream Analysis

    3. No Access

      Chapter

      Pages 33-54

      Cost, Risk-Taking, and Value in the Airline Industry

  3. The Impact of Oil Shocks

    1. Front Matter

      Pages 55-55

    2. No Access

      Chapter

      Pages 57-70

      Oil Prices, Volatility, and Shocks: A Survey

    3. No Access

      Chapter

      Pages 71-111

      Oil Shock Transmission to Stock Market Returns: Wavelet-Multivariate Markov Switching GARCH Approach

    4. No Access

      Chapter

      Pages 113-140

      Forcing Variables in the Dynamics of Risk Spillovers in Oil-Related CDS Sectors, Equity, Bond and Oil Markets and Volatility Market Risks

    5. No Access

      Chapter

      Pages 141-155

      Oil Futures Market: A Dynamic Model of Hedging and Speculation

    6. No Access

      Chapter

      Pages 157-181

      Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

  4. Electricity Markets

    1. Front Matter

      Pages 183-183

    2. No Access

      Chapter

      Pages 185-213

      Commodity Price Interaction: CO2 Allowances, Fuel Sources and Electricity

    3. No Access

      Chapter

      Pages 215-232

      An Overview of Electricity Price Regimes in the U.S. Wholesale Markets

    4. No Access

      Chapter

      Pages 233-260

      Pricing Futures and Options in Electricity Markets

    5. No Access

      Chapter

      Pages 261-280

      Switching from Feed-in Tariffs to a Tradable Green Certificate Market

    6. No Access

      Chapter

      Pages 281-302

      Unobserved Heterogeneous Effects in the Cost Efficiency Analysis of Electricity Distribution Systems