Lecture Notes in Energy

The Interrelationship Between Financial and Energy Markets

Editors: Ramos, Sofia, Veiga, Helena (Eds.)

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  • Links energy markets with financial markets
  • Examines energy finance and energy policy issues
  • Presents relevant methodologies in energy finance
  • Discusses the effect of oil price risk
  • Presents contributions from scholar worldwide
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eBook $139.00
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  • ISBN 978-3-642-55382-0
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Hardcover $159.99
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  • ISBN 978-3-642-55381-3
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  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
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  • ISBN 978-3-662-52247-9
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About this book

In the last decade, energy markets have developed substantially due to the growing activity of financial investors. One consequence of this massive presence of investors is a stronger link between the hitherto segmented energy and financial markets. This book addresses some of the recent developments in the interrelationship between financial and energy markets. It aims to further the understanding of the rich interplay between financial and energy markets by presenting several empirical studies that illustrate and discuss some of the main issues on this agenda.

About the authors

Sofia Brito Ramos is currently assistant professor of finance at ISCTE-Lisbon Universitario de Lisboa. Her research is broadly on portfolio management, energy finance and international finance and she is interested in the financialization of commodities markets and the financial investments in the energy sector. She has published her work in Energy Economics, Energy, Review of Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, European Financial Management, Economic Modelling, European Finance Journal, and International Journal of Finance and Economics. Ramos holds a MSC in Economics from Universitat Pompeu Fabra, Barcelona, and a Ph.D. in Finance from the Swiss Finance Institute, University of Lausanne.

Helena Veiga is currently associate professor of econometrics at the Statistic Department of the Universidad Carlos III de Madrid. Her research is on financial econometrics, time series, panel data, empirical finance, in particular experimental finance, commodities markets and financial investments in the energy sector. She has published her work in the Journal of Banking and Finance, Journal of Empirical Finance, European Review of Economics, Energy Economics, Experimental Economics, Computational Statistics and Data Analysis and Journal of Productivity Analysis. Helena Veiga holds a Ph.D. in Economics from Universitat Autònoma de Barcelona.

Table of contents (12 chapters)

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

    Ramos, Sofia B. (et al.)

    Pages 3-32

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

    Laux, Paul A. (et al.)

    Pages 33-54

  • Oil Prices, Volatility, and Shocks: A Survey

    Oberndorfer, Ulrich

    Pages 57-70

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

    Jammazi, Rania

    Pages 71-111

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

    Hammoudeh, Shawkat (et al.)

    Pages 113-140

Buy this book

eBook $139.00
price for USA in USD (gross)
  • ISBN 978-3-642-55382-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.99
price for USA in USD
  • ISBN 978-3-642-55381-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA in USD
  • ISBN 978-3-662-52247-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Interrelationship Between Financial and Energy Markets
Editors
  • Sofia Ramos
  • Helena Veiga
Series Title
Lecture Notes in Energy
Series Volume
54
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-55382-0
DOI
10.1007/978-3-642-55382-0
Hardcover ISBN
978-3-642-55381-3
Softcover ISBN
978-3-662-52247-9
Series ISSN
2195-1284
Edition Number
1
Number of Pages
XXI, 302
Number of Illustrations
39 b/w illustrations, 2 illustrations in colour
Topics