Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Worldwide, electricity systems are evolving to adapt to a low-carbon economy in which increasingly more renewable energy resources are being integrated. These changes, in turn, make the development of new methods, tools, and approaches to deal with the operation and planning of electricity systems necessary. On the other hand, new regulations must be developed in order to deal with a wide integration of renewable and distributed energy resources, both from a generation and a network (transmission and distribution) perspective. Furthermore, the natural gas sector is going through significant transformation related mainly to both technological advances and strategic policy decisions. While there is great uncertainty in the future of natural gas within the global energy matrix, it is clear that it will play a major role during the next years as a bridge fuel towards a decarbonized economy. In this context, natural gas systems are undergoing deep transformations, necessitating the development of new tools to operate and plan gas systems as well as new approaches to regulate them. This book, therefore, seeks to contribute to the energy transformation agenda through original contributions focused on both power and natural gas systems, addressing innovative operation and planning methods as well as regulation of both energy systems.

History of engineering & technology --- industrial park integrated energy system --- expansion planning --- natural gas price uncertainty --- regret aversion --- min–max regret value --- distributed solar PV --- financial analysis --- net-energy metering --- investor-owned utility --- earnings --- return on equity --- retail rates --- ratepayer bills --- natural-gas market --- electricity market --- equilibrium analysis --- gas markets --- game theory-Cournot model --- records theory --- entropy --- information theory --- electricity markets --- feasible operation --- medium-term representation --- optimization models --- power systems --- thermal generation --- unit commitment --- portfolio --- portfolio management --- risk --- risk assessment --- energy trading --- power purchase agreements --- PPA --- copula --- wholesale electricity markets --- market design --- bidding formats --- pricing rules --- renewable energy sources --- day-ahead electricity markets --- electricity price forecasting --- fundamental-econometric models --- market structural breaks

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Worldwide, electricity systems are evolving to adapt to a low-carbon economy in which increasingly more renewable energy resources are being integrated. These changes, in turn, make the development of new methods, tools, and approaches to deal with the operation and planning of electricity systems necessary. On the other hand, new regulations must be developed in order to deal with a wide integration of renewable and distributed energy resources, both from a generation and a network (transmission and distribution) perspective. Furthermore, the natural gas sector is going through significant transformation related mainly to both technological advances and strategic policy decisions. While there is great uncertainty in the future of natural gas within the global energy matrix, it is clear that it will play a major role during the next years as a bridge fuel towards a decarbonized economy. In this context, natural gas systems are undergoing deep transformations, necessitating the development of new tools to operate and plan gas systems as well as new approaches to regulate them. This book, therefore, seeks to contribute to the energy transformation agenda through original contributions focused on both power and natural gas systems, addressing innovative operation and planning methods as well as regulation of both energy systems.

History of engineering & technology --- industrial park integrated energy system --- expansion planning --- natural gas price uncertainty --- regret aversion --- min–max regret value --- distributed solar PV --- financial analysis --- net-energy metering --- investor-owned utility --- earnings --- return on equity --- retail rates --- ratepayer bills --- natural-gas market --- electricity market --- equilibrium analysis --- gas markets --- game theory-Cournot model --- records theory --- entropy --- information theory --- electricity markets --- feasible operation --- medium-term representation --- optimization models --- power systems --- thermal generation --- unit commitment --- portfolio --- portfolio management --- risk --- risk assessment --- energy trading --- power purchase agreements --- PPA --- copula --- wholesale electricity markets --- market design --- bidding formats --- pricing rules --- renewable energy sources --- day-ahead electricity markets --- electricity price forecasting --- fundamental-econometric models --- market structural breaks

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.

n/a --- short-term forecasting --- wavelet transform --- IPO --- volatility --- US dollar --- institutional investors’ shareholdings --- neural network --- financial market stress --- market microstructure --- text similarity --- TVP-VAR model --- Japanese yen --- convolutional neural networks --- global financial crisis --- deep neural network --- cross-correlation function --- boosting --- causality-in-variance --- flight to quality --- bagging --- earnings quality --- algorithmic trading --- stop loss --- statistical arbitrage --- ensemble learning --- liquidity risk premium --- gold return --- futures market --- take profit --- currency crisis --- spark spread --- city banks --- piecewise regression model --- financial and non-financial variables --- exports --- data mining --- latency --- crude oil futures prices forecasting --- random forests --- wholesale electricity --- SVM --- random forest --- bank credit --- deep learning --- Vietnam --- inertia --- MACD --- initial public offering --- text mining --- bankruptcy prediction --- exchange rate --- asset pricing model --- LSTM --- panel data model --- structural break --- credit risk --- housing and stock markets --- copula --- ARDL --- earnings manipulation --- machine learning --- natural gas --- housing price --- asymmetric dependence --- real estate development loans --- earnings management --- cointegration --- predictive accuracy --- robust regression --- quantile regression --- dependence structure --- housing loans --- price discovery --- utility of international currency --- ATR