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Commodity Price Dynamics: A Structural Approach PDF

239 Pages·2011·3.042 MB·English
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by Craig Pirrong| 2011| 239 pages| 3.042| English

About 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 aluminum to oil to soybeans to zinc.

Detailed Information

Author:Craig Pirrong
Publication Year:2011
ISBN:9780521195898
Pages:239
Language:English
File Size:3.042
Format:PDF
Price:FREE
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