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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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2012
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| Subjects: | |
| Online Access: | DE-12 DE-473 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xiii, 224 pages) |
| ISBN: | 9781139018142 |
| DOI: | 10.1017/CBO9781139018142 |
Staff View
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| id | DE-604.BV043924612 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-23T22:15:18Z |
| institution | BVB |
| isbn | 9781139018142 |
| language | English |
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| physical | 1 online resource (xiii, 224 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2012 |
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| publisher | Cambridge University Press |
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| spelling | Pirrong, Stephen Craig 1959- Verfasser aut Commodity price dynamics a structural approach Craig Pirrong Cambridge Cambridge University Press 2012 1 online resource (xiii, 224 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Prices Prices / Forecasting Commodity exchanges Rohstoffpreis (DE-588)4050428-1 gnd rswk-swf Rohstoffmarkt (DE-588)4050426-8 gnd rswk-swf Rohstoffmarkt (DE-588)4050426-8 s Rohstoffpreis (DE-588)4050428-1 s DE-604 Erscheint auch als Druckausgabe 978-0-521-19589-8 Erscheint auch als Druckausgabe 978-1-107-61633-2 https://doi.org/10.1017/CBO9781139018142 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Pirrong, Stephen Craig 1959- Commodity price dynamics a structural approach Prices Prices / Forecasting Commodity exchanges Rohstoffpreis (DE-588)4050428-1 gnd Rohstoffmarkt (DE-588)4050426-8 gnd |
| subject_GND | (DE-588)4050428-1 (DE-588)4050426-8 |
| 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 | Prices Prices / Forecasting Commodity exchanges Rohstoffpreis (DE-588)4050428-1 gnd Rohstoffmarkt (DE-588)4050426-8 gnd |
| topic_facet | Prices Prices / Forecasting Commodity exchanges Rohstoffpreis Rohstoffmarkt |
| url | https://doi.org/10.1017/CBO9781139018142 |
| work_keys_str_mv | AT pirrongstephencraig commoditypricedynamicsastructuralapproach |