000 01403cam a2200241 a 4500
999 _c8769
_d8769
001 16740132
003 OSt
005 20221025150012.0
008 110418s2012 enka b 001 0 eng
020 _a9780521195898
040 _aGUL
_cTOSD
_dTOSD
_bENG
082 0 0 _a332.6328
_223
100 1 _aPirrong, Stephen Craig,
_d1959-
245 1 0 _aCommodity price dynamics :
_ba structural approach /
_cCraig Pirrong.
260 _aCambridge ;
_aNew York :
_bCambridge University Press,
_c2012.
300 _axiii, 224 p. :
_bill. ;
_c24 cm.
504 _aIncludes bibliographical references (p. 217-220) and indexes.
520 _a"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.
650 0 _aPrices.
650 0 _aPrices
_xForecasting.
650 0 _aCommodity exchanges.
942 _2ddc
_cBOOK