QUANTITATIVE & EMPIRICAL ANALYSIS...(V1)
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QUANTITATIVE & EMPIRICAL ANALYSIS...(V1)

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Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book: • applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis • presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for ...