Commodity price dynamics: a structural approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2012
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | Includes bibliographical references (p. 217-220) and indexes Preface; 1. Introduction; 2. The basics of storable comodity modeling; 3. High-frequency Price dynamics for continuously produced commodities in aTwo-Factor storage economy: Implications for derivative pricing; 4. The Empirical performance of the two-factor model; 5. Stochastic Fundamental volatility; 6. The pricing of Seasonal commodities; 7.The dynamics of Carbon markets; 8. The structural modeling of Non-storables: Electricity |
| Beschreibung: | 1 Online-Ressource (xiii, 224 p.) |
| ISBN: | 0521195896 1139018140 1139190121 9780521195898 9781139018142 9781139190121 |
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| 500 | |a Preface; 1. Introduction; 2. The basics of storable comodity modeling; 3. High-frequency Price dynamics for continuously produced commodities in aTwo-Factor storage economy: Implications for derivative pricing; 4. The Empirical performance of the two-factor model; 5. Stochastic Fundamental volatility; 6. The pricing of Seasonal commodities; 7.The dynamics of Carbon markets; 8. The structural modeling of Non-storables: Electricity | ||
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| 650 | 7 | |a Commodity exchanges |2 fast | |
| 650 | 7 | |a Prices |2 fast | |
| 650 | 7 | |a Prices / Forecasting |2 fast | |
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Datensatz im Suchindex
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| author | Pirrong, Craig 1959- |
| author_GND | (DE-588)171398351 |
| author_facet | Pirrong, Craig 1959- |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/28 |
| dewey-search | 332.63/28 |
| dewey-sort | 3332.63 228 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:08:38Z |
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| isbn | 0521195896 1139018140 1139190121 9780521195898 9781139018142 9781139190121 |
| language | English |
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| spelling | Pirrong, Craig 1959- Verfasser (DE-588)171398351 aut Commodity price dynamics a structural approach Craig Pirrong Cambridge Cambridge University Press 2012 1 Online-Ressource (xiii, 224 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 217-220) and indexes Preface; 1. Introduction; 2. The basics of storable comodity modeling; 3. High-frequency Price dynamics for continuously produced commodities in aTwo-Factor storage economy: Implications for derivative pricing; 4. The Empirical performance of the two-factor model; 5. Stochastic Fundamental volatility; 6. The pricing of Seasonal commodities; 7.The dynamics of Carbon markets; 8. The structural modeling of Non-storables: Electricity BUSINESS & ECONOMICS / Economics / Theory bisacsh BUSINESS & ECONOMICS / Investments & Securities / Commodities bisacsh Commodity exchanges fast Prices fast Prices / Forecasting fast Wirtschaft Prices Prices Forecasting Commodity exchanges Rohstoffmarkt (DE-588)4050426-8 gnd rswk-swf Rohstoffpreis (DE-588)4050428-1 gnd rswk-swf Rohstoffmarkt (DE-588)4050426-8 s Rohstoffpreis (DE-588)4050428-1 s DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878 Aggregator Volltext |
| spellingShingle | Pirrong, Craig 1959- Commodity price dynamics a structural approach BUSINESS & ECONOMICS / Economics / Theory bisacsh BUSINESS & ECONOMICS / Investments & Securities / Commodities bisacsh Commodity exchanges fast Prices fast Prices / Forecasting fast Wirtschaft Prices Prices Forecasting Commodity exchanges Rohstoffmarkt (DE-588)4050426-8 gnd Rohstoffpreis (DE-588)4050428-1 gnd |
| subject_GND | (DE-588)4050426-8 (DE-588)4050428-1 |
| title | Commodity price dynamics a structural approach |
| title_auth | Commodity price dynamics a structural approach |
| title_exact_search | Commodity price dynamics a structural approach |
| title_full | Commodity price dynamics a structural approach Craig Pirrong |
| title_fullStr | Commodity price dynamics a structural approach Craig Pirrong |
| title_full_unstemmed | Commodity price dynamics a structural approach Craig Pirrong |
| title_short | Commodity price dynamics |
| title_sort | commodity price dynamics a structural approach |
| title_sub | a structural approach |
| topic | BUSINESS & ECONOMICS / Economics / Theory bisacsh BUSINESS & ECONOMICS / Investments & Securities / Commodities bisacsh Commodity exchanges fast Prices fast Prices / Forecasting fast Wirtschaft Prices Prices Forecasting Commodity exchanges Rohstoffmarkt (DE-588)4050426-8 gnd Rohstoffpreis (DE-588)4050428-1 gnd |
| topic_facet | BUSINESS & ECONOMICS / Economics / Theory BUSINESS & ECONOMICS / Investments & Securities / Commodities Commodity exchanges Prices Prices / Forecasting Wirtschaft Prices Forecasting Rohstoffmarkt Rohstoffpreis |
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