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About this book
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.
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Yes, you can access Commodity Price Dynamics by Craig Pirrong in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- COMMODITY PRICE DYNAMICS
- Title
- Copyright
- Contents
- Preface
- 1 Introduction
- 2 The Basics of Storable Commodity Modeling
- 3 High-Frequency Price Dynamics for Continuously Produced Commodities in a Two-Factor Storage Economy: Implications for Derivatives Pricing
- 4 The Empirical Performance of the Two-Factor Storage Model
- 5 Stochastic Fundamental Volatility, Speculation, and Commodity Storage
- 6 The Pricing of Seasonal Commodities
- 7 The Dynamics of Carbon Markets
- 8 The Structural Modeling of Non-Storables: Electricity
- References
- Author Index
- Subject Index