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portada Commodity Price Dynamics: A Structural Approach
Type
Physical Book
Year
2014
Language
English
Pages
240
Format
Paperback
ISBN13
9781107616332
Categories

Commodity Price Dynamics: A Structural Approach

Craig Pirrong (Author) · Cambridge University Press · Paperback

Commodity Price Dynamics: A Structural Approach - Craig Pirrong

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Synopsis "Commodity Price Dynamics: A Structural Approach "

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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