Risk management in commodity markets from shipping to agriculturals and energy (Wiley, 2008)
Title from title screen
Includes bibliographical references and index
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