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Commodity price dynamics : a structural approach / Craig Pirrong.

By: Material type: TextTextPublisher: Cambridge : Cambridge University Press, 2012Description: 1 online resource (xiii, 224 pages) : digital, PDF file(s)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781139018142 (ebook)
Subject(s): Additional physical formats: Print version: : No titleDDC classification:
  • 332.63/28 22
LOC classification:
  • HB221 .P47 2012
Online resources: 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.
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Item type Current library Collection Call number Status Date due Barcode
eBooks eBooks Central Library Economics Available EB0198

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.

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