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Handbook of Energy Finance

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  • Stéphane Goutte

    (ISYEB - Institut de Systématique, Evolution, Biodiversité - MNHN - Muséum national d'Histoire naturelle - EPHE - École Pratique des Hautes Études - PSL - Université Paris Sciences et Lettres - SU - Sorbonne Université - CNRS - Centre National de la Recherche Scientifique - UA - Université des Antilles)

  • Duc Khuong Nguyen

Abstract

Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but also more integrated with other tradable asset classes. More importantly, their large and frequent fluctuations in terms of both prices and volatility, particularly in the aftermath of the global financial crisis 2008-2009, posit difficulties for modeling and forecasting energy price behavior and are primary sources of concerns for macroeconomic stability and general economic performance. This handbook aims to advance the debate on the theories and practices of quantitative energy finance while shedding light on innovative results and technical methods applied to energy markets. Its primary focus is on the recent development and applications of mathematical and quantitative approaches for a better understanding of the stochastic processes that drive energy market movements. The handbook is designed for not only graduate students and researchers but also practitioners and policymakers.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Stéphane Goutte & Duc Khuong Nguyen, 2019. "Handbook of Energy Finance," Post-Print hal-02171505, HAL.
    • Handle: RePEc:hal:journl:hal-02171505
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    Cited by:

    1. Chuc Anh Tu & Tapan Sarker & Ehsan Rasoulinezhad, 2020. "Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis," JRFM, MDPI, vol. 13(6), pages 1-14, June.
    2. Yue, Shen & Munir, Irfan Ullah & Hyder, Shabir & Nassani, Abdelmohsen A. & Qazi Abro, Muhammad Moinuddin & Zaman, Khalid, 2020. "Sustainable food production, forest biodiversity and mineral pricing: Interconnected global issues," Resources Policy, Elsevier, vol. 65(C).
    3. Tu, Chuc Anh & Rasoulinezhad, Ehsan & Sarker, Tapan, 2020. "Investigating solutions for the development of a green bond market: Evidence from analytic hierarchy process," Finance Research Letters, Elsevier, vol. 34(C).
    4. Nguyen, Nhut Tien & Matsuhashi, Ryuji & Vo, Tran Thi Bich Chau, 2021. "A design on sustainable hybrid energy systems by multi-objective optimization for aquaculture industry," Renewable Energy, Elsevier, vol. 163(C), pages 1878-1894.

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