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Commodity Price Dynamics A Structural Approach Craig Pirrong

SKU: BELL-4715988

$ 31.00 ~~$ 45.00~~ (-31%)

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Commodity Price Dynamics A Structural Approach Craig Pirrong instant download after payment.

Publisher: Cambridge University Press

File Extension: PDF

File size: 5.67 MB

Pages: 248

Author: Craig Pirrong

ISBN: 9781139501972, 1139501976

Language: English

Year: 2011

Product desciption

Commodity Price Dynamics A Structural Approach Craig Pirrong by Craig Pirrong 9781139501972, 1139501976 instant download after payment.

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. [C:\Users\Microsoft\Documents\Calibre Library]