Commodity price dynamics : a structural approach /

Commodity price dynamics : a structural approach /

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Bibliographic Details
Author / Creator:Pirrong, Stephen Craig, 1959-
Imprint:Cambridge ; New York : Cambridge University Press, 2012.
Description:1 online resource (xiii, 224 pages) : illustrations
Language:English
Subject:
Prices.
Prices -- Forecasting.
Commodity exchanges.
Commodity exchanges.
Prices.
Prices -- Forecasting.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11830564
Hidden Bibliographic Details
ISBN:9781139190121
1139190121
9781139018142
1139018140
9786613378040
6613378046
9780521195898
0521195896
1107712882
9781107712881
1283378043
9781283378048
1139187538
9781139187534
1139182900
9781139182904
1139185225
9781139185226
Notes:Includes bibliographical references (pages 217-220) and indexes.
English.
Print version record.
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.
Other form:Print version: Pirrong, Stephen Craig, 1959- Commodity price dynamics. Cambridge ; New York : Cambridge University Press, 2012 9780521195898
Standard no.:9786613378040
Description
Physical Description:1 online resource (xiii, 224 pages) : illustrations
Bibliography:Includes bibliographical references (pages 217-220) and indexes.
ISBN:9781139190121
1139190121
9781139018142
1139018140
9786613378040
6613378046
9780521195898
0521195896
1107712882
9781107712881
1283378043
9781283378048
1139187538
9781139187534
1139182900
9781139182904
1139185225
9781139185226

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