Commodity price dynamics: a structural approach

Commodities have become an 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 differen...

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Bibliographische Detailangaben
1. Verfasser: Pirrong, Stephen Craig 1959- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 2012
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Online-Zugang:DE-12
DE-473
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Zusammenfassung:Commodities have become an 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 commodities 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 commodities from aluminium to oil to soybeans to zinc
Beschreibung:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Beschreibung:1 online resource (xiii, 224 pages)
ISBN:9781139018142
DOI:10.1017/CBO9781139018142

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