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Risk management in commodity markets : from shipping to agriculturals and energy /

"Commodities represent today the fastest growing markets worldwide. Historically misunderstood, generally under- studied and under- valued, certainly under- represented in the literature, commodities are suddenly receiving the attention they deserve. Bringing together some of the best authors i...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Geman, Hélyette
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, N.J. : Wiley, ©2008.
Colección:Wiley finance series.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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245 0 0 |a Risk management in commodity markets :  |b from shipping to agriculturals and energy /  |c edited by Hélyette Geman. 
260 |a Chichester, England ;  |a Hoboken, N.J. :  |b Wiley,  |c ©2008. 
300 |a 1 online resource (xxii, 298 pages) :  |b illustrations 
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490 1 |a Wiley finance series 
500 |a Title from title screen. 
504 |a Includes bibliographical references and index. 
505 0 |a 1. Structural Models of Commodity Prices / Craig Pirrong -- 2. Forward Curve Modelling in Commodity Markets / Svetlana Borovkova and Helyette Geman -- 3. Integrating Physical and Financial Risk Management in Supply Management / Paul R. Kleindorfer -- 4. The Design of New Derivative Markets / Giovanni Barone-Adesi -- 5. Risk Premia of Electricity Futures: A Dynamic Equilibrium Model / Wolfgang Buhler and Jens Muller-Merbach -- 6. Measuring Correlation Risk for Energy Derivatives / Roza Galeeva, Jiri Hoogland and Alexander Eydeland -- 7. Precaution and a Dismal Theorem: Implications for Climate Policy and Climate Research / Gary W. Yohe and Richard S.J. Tot -- 8. Incentives for Investing in Renewables / Falbo Paolo, Felletti Daniele and Stefani Silvana -- 9. Hedging the Risk of an Energy Futures Portfolio / Carol Alexander -- 10. Spark Spread Options when Commodity Prices are Represented as Time Changed Processes / Elisa Luciano -- 11. Freight Derivatives and Risk Management: A Review / Manolis G. Kavussanos and Ilias D. Visvikis -- 12. Mean-Reversion and Structural Breaks in Crude Oil, Copper, and Shipping / Helyette Geman and Steve Ohana -- 13. Managing Agricultural Price Risk in Developing Countries / Julie Dana and Christopher L. Gilbert -- 14. Gaining Exposure to Emerging Markets in Institutional Portfolios: The Role of Commodities / George A. Martin and Richard Spurgin -- 15. Case Studies and Risk Management in Commodity Derivatives Trading / Hilary Till. 
520 |a "Commodities represent today the fastest growing markets worldwide. Historically misunderstood, generally under- studied and under- valued, certainly under- represented in the literature, commodities are suddenly receiving the attention they deserve. Bringing together some of the best authors in the field, this book focuses on the risk management issues associated with both soft and hard commodities: energy, weather, agriculturals, metals and shipping. Taking the reader through every part of the commodities markets, the authors discuss the intricacies of modelling spot and forward prices, as well as the design of new Futures markets. The book also looks at the use of options and other derivative contract forms for hedging purposes, as well as supply management in commodity markets. It looks at the implications for climate policy and climate research and analyzes the various freight derivatives markets and products used to manage shipping and freight risk in a global commodity world"--EBL 
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650 0 |a Commodity exchanges. 
650 0 |a Commodity futures. 
650 0 |a Risk management. 
650 0 |a Investment analysis. 
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650 6 |a Bourses de marchandises. 
650 6 |a Marchés à terme de marchandises. 
650 6 |a Gestion du risque. 
650 6 |a Analyse financière. 
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650 7 |a Risk management.  |2 fast  |0 (OCoLC)fst01098164 
700 1 |a Geman, Hélyette. 
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