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

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"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:
Commodity exchanges.
Commodity futures.
Risk management.
Investment analysis.
Corporations > Finance.
Business enterprises > Finance.
Bourses de marchandises.
Marchés à terme de marchandises.
Gestion du risque.
Analyse financière.
commodity exchanges.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • 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.

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