Trading strategies on the Italian future power prices
Riccardi, Giovanni (A.A. 2022/2023) Trading strategies on the Italian future power prices. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 83. [Master's Degree Thesis]
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Abstract/Index
Fundamentals of energy market with focus on Italian power market. Market microstructure. Electricity demand fundamentals. Electricity supply fundamentals. Fundamentals: France. Fundamentals: Germany. Fundamentals: Italy. The problem of liquidity. Relationship and influence of gas and Italian power market. Gas demand. The storage and gas supply. LNG and GNL. CSS and SS. Italian gas report and the situation with Russia. Italy new gas suppliers. Analysis on the Italian situation on supplies and possible developments. Metodologies for the trading strategies. Future energy derivates. Contango and backwardiation. ARIMA. ACF. PACF. Mincer and Zarnowitz regression. The diebold mariano test. Trading strategies.
References
Sitografia: p. 55. Bibliografia: pp. 56-58.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jul 2024 10:58 |
| Last Modified: | 16 Jul 2024 10:58 |
| URI: | https://tesi.luiss.it/id/eprint/39355 |
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