TY  - BOOK
AU  - Pirrong,Stephen Craig
TI  - Commodity price dynamics: a structural approach 
SN  - 9780521195898 
U1  - 332.6328 23
PY  - 2012///
CY  - Cambridge, New York
PB  - Cambridge University Press
KW  - Prices
KW  - Forecasting
KW  - Commodity exchanges
N1  - Includes bibliographical references (p. 217-220) and indexes
N2  - "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
ER  -