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Commodity Price Dynamics: A Structural Approach - Craig Pirrong

English
2013-11-20
€95.48 €119.35

-20% with code BOOKS

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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 fa ... Full description

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Description

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 aluminum to oil to soybeans to zinc.

More Information

Author Craig Pirrong
Publisher Cambridge University Press
Release year 2013
Cover type Softcover
EAN 9781107616332
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€95.48 €119.35