Rybchynska O. Modeling of Structure and Dynamics of the World Energy Market

The dissertation is devoted to the elaboration and deepening of conceptual and methodological guidelines and practical recommendations to improve decision-making efficiency by economic agents in oil and gas amidst globalization and increasing the complexity of organizing the world's energy market through the use of economic and mathematical models and methods for analyzing and evaluating the structural and dynamic properties of the global energy market. The complex of models, with the help of which the world's energy market is investigated as a complex economic system, was worked out on the basis of the elaborated concept and on the account of the available informational base in the dissertation. Thus, the oil market structure is investigated by the cluster analysis tools, the irreversibility of processes in the energetic market is determined with the help of time lines asymmetry index, the multifractal analysis by the maximum modules method of the wavelet-transformation with the use of the movable window allowed estimating the changes in dynamics of the oil and gas market fractality, and the forecast of the possible losses value is made by the Value method at Risk based on the wavelet-variation.