Commodity Price Dynamics

A Structural Approach

Business & Finance, Accounting, Finance & Investing, Finance
Cover of the book Commodity Price Dynamics by Craig Pirrong, Cambridge University Press
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Author: Craig Pirrong ISBN: 9781107712881
Publisher: Cambridge University Press Publication: October 31, 2011
Imprint: Cambridge University Press Language: English
Author: Craig Pirrong
ISBN: 9781107712881
Publisher: Cambridge University Press
Publication: October 31, 2011
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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