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Handel an Regelenergie- und Spotmärkten : Methoden zur Entscheidungsunterstützung für Netz- und Kraftwerksbetreiber
Swider, Derk Jan (contributor) - 2006
Um die komplexen Handelsentscheidungen von Netz- und Kraftwerksbetreibern zu unterstützen, entwickelt Derk Jan Swider neue Methoden und Modelle aus dem Bereich der energiewirtschaftlichen Systemanalyse und Entscheidungstheorie. Durch ihren grundlegenden Charakter lassen sie sich auf...
Persistent link: https://www.econbiz.de/10013517004
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Auctions in the Electricity Market
Fandel, G. (contributor); Schöne, Stefan (contributor);  … - 2009
Electricity is an essential commodity traded at power exchanges. Its price is very volatile within a day and over the year. This raises questions about the efficiency of the trading rules. The author develops a non-cooperative auction model analyzing the bidding behavior of producers at power...
Persistent link: https://www.econbiz.de/10013521093
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Predictability of the Swiss Stock Market with Respect to Style
Scheurle, Patrick - 2010
Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion
Persistent link: https://www.econbiz.de/10013522809
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2013
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10013523036
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Zur Preisbildung von Forwardkontrakten im Strommarkt : Eine empirische Untersuchung des deutschen Strom-Terminmarktes
Schnorrenberg, Burkhard - 2006
Begriffsbestimmungen und Rahmenbedingungen der Untersuchung -- Theorie der Forward-Preisbildung -- Empirische … der Sicht der ökonomischen Theorie ist bei diesen Handelsinstrumenten insbesondere die Frage der Preisbildung, d.h. wie … untersucht, inwieweit die in der ökonomischen Theorie entwickelten Preisbildungsansätze für Terminkontrakte auf Strom …
Persistent link: https://www.econbiz.de/10014014761
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Commodity Procurement with Operational and Financial Instruments
Arnold, Jan - 2010
The recent economic developments have strongly increased the interest in altering raw material prices and especially in the protection from volatile and increasing prices. Jan Arnold integrates financial and operational aspects into a holistic approach to commodity procurement. He shows how to...
Persistent link: https://www.econbiz.de/10013521344
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Pricing of Derivatives on Mean-Reverting Assets
Lutz, Björn - 2010
Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration of Jump Components -- Stochastic Equilibrium Level of the Underlying Process -- Deterministic Seasonality Effects -- Conclusion
Persistent link: https://www.econbiz.de/10013522771
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Portfolio Analytics : An Introduction to Return and Risk Measurement
Marty, Wolfgang - 2015 - 2nd ed. 2015
portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …
Persistent link: https://www.econbiz.de/10012401982
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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Emons, Ben - 2015
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income distribution. This book will teach you to look at...
Persistent link: https://www.econbiz.de/10014018467
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Responsible Investment in Times of Turmoil
Vandekerckhove, Wim - 2011
Foreword; Alejo José G. Sison.- List of tables -- List of figures -- About the editors -- About the authors.- Introduction; Wim Vandekerckhove, Jos Leys, Kristian Alm, Bert Scholtens, Silvana Signori and Henry Schäfer.- Chapter 1. Global finance and the role of responsible investors; Steve...
Persistent link: https://www.econbiz.de/10014015282