Commodity price dynamics : a structural approach / Craig Pirrong.

By:

Pirrong, Stephen Craig, 1959-

Material type: Text

TextPublication details: Cambridge ; New York : Cambridge University Press, 2012.Description: 1 online resource (xiii, 224 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781139190121
1139190121
9781139018142
1139018140
9786613378040
6613378046
1107712882
9781107712881
1283378043
9781283378048
1139187538
9781139187534
1139182900
9781139182904
1139185225
9781139185226

Subject(s): Genre/Form:

Electronic books.

Additional physical formats: Print version:: Commodity price dynamics.DDC classification:

332.63/28 22

LOC classification:

HB221 .P47 2012eb

Other classification:

BUS069030

Online resources:

Click here to access online

Contents:

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.

Summary: "Commodities have become and 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 commoditites 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 commoditites from aluminum to oil to soybeans to zinc"--Provided by publisher

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Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

"Commodities have become and 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 commoditites 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 commoditites from aluminum to oil to soybeans to zinc"--Provided by publisher