Commodity price dynamics: a structural approach
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…
Read More ↓Title Statements
- Full title :Commodity price dynamics : a structural approach / Craig Pirrong
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"
Read More ↓Edition Statements
- Publication Date:2012
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:2012
The Physical Object
- Description:224 p. : : illustrations
Edition Identifiers
- ISBN:9780521195898, 0521195896
- oclc:ocn768567088
- LC Classification:HB221
- Dewey Decimal:332.63 28
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