عنوان
پدید آورنده
موضوع
رده
HB221 .P47 2012
HB221
.
P47
2012
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0521195896 (Hardback)
(Number (ISBN
9780521195898 (Hardback)
NATIONAL BIBLIOGRAPHY NUMBER
Number
b528392
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Commodity price dynamics :
General Material Designation
[Book]
Other Title Information
a structural approach /
First Statement of Responsibility
Craig Pirrong
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
2012
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 224 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 217-220) and indexes
CONTENTS NOTE
Text of Note
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
0
SUMMARY OR ABSTRACT
Text of Note
"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
TOPICAL NAME USED AS SUBJECT
Commodity exchanges
Prices
Prices-- Forecasting
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/28
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB221
Book number
.
P47
2012
PERSONAL NAME - PRIMARY RESPONSIBILITY
Pirrong, Stephen Craig,1959-
ORIGINATING SOURCE
Date of Transaction
20141128143722.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
