Commodity price dynamics : a structural approach / Craig Pirrong.

By:

Pirrong, Stephen Craig, 1959-

Material type: Text

TextPublication details: Cambridge ; New York : Cambridge University Press, 2012.Description: xiii, 224 p. : ill. ; 24 cmISBN:

9780521195898

Subject(s):

DDC classification:

332.6328 23

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"--Provided by publisher.

Item type:

Book

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Holdings
Current library	Call number	Status	Date due	Barcode
Main Library East Wing	332.6328 PIR (Browse shelf(Opens below))	Available		GUL22100058

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Previous	332.632042 BRO All about technical analysis :	332.6323 ADV Advanced bond portfolio management	332.6327 RIC All about exchange-traded funds /	332.6328 PIR Commodity price dynamics :	332.642 STA The private investors guide to the stockmarket :	332.673091724 RES Responsible enterprise, foreign direct investment and investment promotion :	332.6730983 KLI Foreign investment strategies in restructuring economies: learning from corporate experiences in Chile/	Next

Includes bibliographical references (p. 217-220) and indexes.

"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.

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