Commodity price dynamics: a structural approach
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2012
|
| Subjects: | |
| Online Access: | TUM01 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xiii, 224 p.) |
| ISBN: | 0521195896 1139018140 1139190121 9780521195898 9781139018142 9781139190121 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042743490 | ||
| 003 | DE-604 | ||
| 005 | 20151120 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150806s2012 |||| o||u| ||||||eng d | ||
| 020 | |a 0521195896 |9 0-521-19589-6 | ||
| 020 | |a 1139018140 |c electronic bk. |9 1-139-01814-0 | ||
| 020 | |a 1139190121 |c electronic bk. |9 1-139-19012-1 | ||
| 020 | |a 9780521195898 |9 978-0-521-19589-8 | ||
| 020 | |a 9781139018142 |c electronic bk. |9 978-1-139-01814-2 | ||
| 020 | |a 9781139190121 |c electronic bk. |9 978-1-139-19012-1 | ||
| 035 | |a (OCoLC)773036087 | ||
| 035 | |a (DE-599)BVBBV042743490 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 | ||
| 082 | 0 | |a 332.63/28 |2 22 | |
| 100 | 1 | |a Pirrong, Craig |d 1959- |e Verfasser |0 (DE-588)171398351 |4 aut | |
| 245 | 1 | 0 | |a Commodity price dynamics |b a structural approach |c Craig Pirrong |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2012 | |
| 300 | |a 1 Online-Ressource (xiii, 224 p.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 217-220) and indexes | ||
| 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 | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Theory |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / Commodities |2 bisacsh | |
| 650 | 7 | |a Commodity exchanges |2 fast | |
| 650 | 7 | |a Prices |2 fast | |
| 650 | 7 | |a Prices / Forecasting |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Prices | |
| 650 | 4 | |a Prices |x Forecasting | |
| 650 | 4 | |a Commodity exchanges | |
| 650 | 0 | 7 | |a Rohstoffmarkt |0 (DE-588)4050426-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Rohstoffpreis |0 (DE-588)4050428-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Rohstoffmarkt |0 (DE-588)4050426-8 |D s |
| 689 | 0 | 1 | |a Rohstoffpreis |0 (DE-588)4050428-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-NLEBK | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028174360 | ||
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878 |l TUM01 |p ZDB-4-NLEBK |q TUM_PDA_EBSCOBAE_gekauft |x Aggregator |3 Volltext | |
Record in the Search Index
| _version_ | 1804174956901171200 |
|---|---|
| any_adam_object | |
| author | Pirrong, Craig 1959- |
| author_GND | (DE-588)171398351 |
| author_facet | Pirrong, Craig 1959- |
| author_role | aut |
| author_sort | Pirrong, Craig 1959- |
| author_variant | c p cp |
| building | Verbundindex |
| bvnumber | BV042743490 |
| collection | ZDB-4-NLEBK |
| ctrlnum | (OCoLC)773036087 (DE-599)BVBBV042743490 |
| dewey-full | 332.63/28 |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02601nmm a2200553zc 4500</leader><controlfield tag="001">BV042743490</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20151120 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150806s2012 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521195896</subfield><subfield code="9">0-521-19589-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1139018140</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-139-01814-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1139190121</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-139-19012-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521195898</subfield><subfield code="9">978-0-521-19589-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139018142</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-139-01814-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139190121</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-139-19012-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)773036087</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042743490</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/28</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Pirrong, Craig</subfield><subfield code="d">1959-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171398351</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Commodity price dynamics</subfield><subfield code="b">a structural approach</subfield><subfield code="c">Craig Pirrong</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xiii, 224 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 217-220) and indexes</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Economics / Theory</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / Commodities</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Commodity exchanges</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Prices</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Prices / Forecasting</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Prices</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Prices</subfield><subfield code="x">Forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Commodity exchanges</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rohstoffmarkt</subfield><subfield code="0">(DE-588)4050426-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rohstoffpreis</subfield><subfield code="0">(DE-588)4050428-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Rohstoffmarkt</subfield><subfield code="0">(DE-588)4050426-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Rohstoffpreis</subfield><subfield code="0">(DE-588)4050428-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-NLEBK</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028174360</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-4-NLEBK</subfield><subfield code="q">TUM_PDA_EBSCOBAE_gekauft</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV042743490 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:08:38Z |
| institution | BVB |
| isbn | 0521195896 1139018140 1139190121 9780521195898 9781139018142 9781139190121 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028174360 |
| oclc_num | 773036087 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xiii, 224 p.) |
| psigel | ZDB-4-NLEBK ZDB-4-NLEBK TUM_PDA_EBSCOBAE_gekauft |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Cambridge University Press |
| record_format | marc |
| 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 |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=408878 |
| work_keys_str_mv | AT pirrongcraig commoditypricedynamicsastructuralapproach |