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Commodity price dynamics : a structural approach /

"Commodities have become and important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits d...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pirrong, Stephen Craig, 1959-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2012.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:"Commodities have become and important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commoditites and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders, and policy makers who want to better understand often puzzling--and extreme--movements in the prices of commoditites from aluminum to oil to soybeans to zinc"--Provided by publisher
Descripción Física:1 online resource (xiii, 224 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 217-220) and indexes.
ISBN:9781139190121
1139190121
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1107712882
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1283378043
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1139187538
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1139182900
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1139185225
9781139185226