Commodity Price Dynamics: A Structural Approach - Couverture rigide

Pirrong, Craig

Couverture rigide

ISBN 10 : 0521195896 ISBN 13 : 9780521195898

Editeur : Cambridge University Press, 2011

Synopsis

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 aluminium to oil to soybeans to zinc.

A propos du livre

À propos de l'auteur

Craig Pirrong is Professor of Finance and Energy Markets Director for the Global Energy Management Institute at the Bauer College of Business at the University of Houston. He was previously Watson Family Professor of Commodity and Financial Risk Management at Oklahoma State University and a faculty member at the University of Michigan, the University of Chicago and Washington University. Professor Pirrong's research focuses on commodities and commodity derivative pricing, the relation between market fundamentals and commodity price dynamics and the implications of this relation for the pricing of commodity derivatives, derivatives market regulation, commodity market manipulation and the organization of commodity markets. He has published 35 articles in professional publications and is the author of three books. He has consulted widely with financial exchanges around the world, testified before Congress on energy pricing and served as an expert witness in a variety of cases involving commodity markets. He holds a Ph.D. in business economics from the University of Chicago.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 0521195896
• ISBN 13: 9780521195898
• Reliure: Relié
• Nombre de pages: 240
• Coordonnées du fabricant: Cambridge University Press; https://www.cambridge.org/; ; Via Honduras,15; Pomezia; Italia; 71; Italie