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Commodity Price Dynamics
Stephen Craig Pirrong
其他書名
A Structural Approach
出版
Cambridge University Press
, 2014-05-14
主題
BUSINESS & ECONOMICS / Economics / Theory
ISBN
1139190121
9781139190121
URL
http://books.google.com.hk/books?id=ccHSoQEACAAJ&hl=&source=gbs_api
註釋
"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"--