000 01833nam a2200361 i 4500
001 CR9781139018142
003 UkCbUP
005 20240905174849.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 110216s2012||||enk o ||1 0|eng|d
020 _a9781139018142 (ebook)
020 _z9780521195898 (hardback)
020 _z9781107616332 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHB221
_b.P47 2012
082 0 0 _a332.63/28
_222
100 1 _aPirrong, Stephen Craig,
_d1959-
_eauthor.
245 1 0 _aCommodity price dynamics :
_ba structural approach /
_cCraig Pirrong.
264 1 _aCambridge :
_bCambridge University Press,
_c2012.
300 _a1 online resource (xiii, 224 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aCommodities 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.
650 0 _aPrices.
650 0 _aPrices
_xForecasting.
650 0 _aCommodity exchanges.
776 0 8 _iPrint version:
_z9780521195898
856 4 0 _uhttps://doi.org/10.1017/CBO9781139018142
942 _2ddc
_cEB
999 _c9709
_d9709