Commodity modeling and pricing : methods for analyzing resource market behavior /

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An industry leader reveals how to effectively analyze, model, and forecast today's commodity markets. Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Applicatio.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schaeffer, Peter V.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2008.
Temas:
Labys, Walter C. / 1937-
Commodity exchanges > Mathematical models.
Primary commodities > Prices.
Prices > Mathematical models.
Bourses de marchandises > Modèles mathématiques.
Produits de base > Prix.
Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Commodity exchanges > Mathematical models
Prices > Mathematical models
Primary commodities > Prices
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Indirect inference and long memory : a new truncated-series estimation method / Armand Sadler, Jean-Baptiste Lesourd, and Vêlayoudom Marimoutou
  • Procyclicality of primary commodity prices : a stylized fact? / A. Behrooz Afrasiabi
  • Nonlinear features of comovements between commodity prices and inflation / Catherine Kyrtsou
  • The oil price and the dollar reconsidered / Sadek Melhem and Michel Terraza
  • Time-varying ratios of primary and scrap metal prices : importance of inventories / Irene M. Xiarchos
  • Metal prices and the supply of storage / Paul Crompton and Irene M. Xiarchos
  • Testing for temporal asymmetry in the metal price-stock relationship / Eugene Kouassi
  • Do fluctuations in wine stocks affect wine prices? / James O. Bukenya
  • Dynamic quadratic programming in process control / Bruce A. Bancroft
  • Pollution taxes and price control in the US coal market : a rent minimization model / Chin W. Yang and Ming-Jeng Hwang
  • A forecasting simulation of coal in Indonesia's energy future / Ukar W. Soelistijo
  • Structural decomposition analysis of changes in material demand in the U.S. economy / Adam Rose and Chia-Yon Chen
  • Linking trade and the environment in China / Haixiao Huang
  • Critical needs in China's water resources / Andres Liebenthal
  • Public input in rural land preservation : modeling preference asymmetries in stated preference data / Robert J. Johnston and Kelly Giraud Cullen
  • African women in mining partnerships / Brigitte Bocoum
  • Conclusions and perspective / Walter C. Labys.

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