Craig Pirrong: Commodity Price Dynamics

Cover: 9781107616332 | Commodity Price Dynamics | A Structural Approach | Craig Pirrong

Rückseite: 9781107616332 | Commodity Price Dynamics | A Structural Approach | Craig Pirrong

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Sprache: Englisch

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Beschreibung

This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them.

Über den Autor

Craig Pirrong is Professor of Finance and Energy Markets Director for the Global Energy Management Institute at the Bauer College of Business at the University of Houston. He was previously Watson Family Professor of Commodity and Financial Risk Management at Oklahoma State University and a faculty member at the University of Michigan, the University of Chicago and Washington University. Professor Pirrong's research focuses on commodities and commodity derivative pricing, the relation between market fundamentals and commodity price dynamics and the implications of this relation for the pricing of commodity derivatives, derivatives market regulation, commodity market manipulation and the organization of commodity markets. He has published 35 articles in professional publications and is the author of three books. He has consulted widely with financial exchanges around the world, testified before Congress on energy pricing and served as an expert witness in a variety of cases involving commodity markets. He holds a Ph.D. in business economics from the University of Chicago.

Inhaltsverzeichnis

Preface; 1. Introduction; 2. Storables modeling basics; 3. Continuously produced commodity price dynamics; 4. Empirical performance of the two-factor model; 5. Stochastic volatility; 6. Seasonal commodities; 7. Carbon markets; 8. Non-storable commodities.

Erscheinungsjahr:	2013
Fachbereich:	Rechtsratgeber
Genre:	Importe , Recht
Produktart:	Nachschlagewerke
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9781107616332
ISBN-10:	1107616336
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Pirrong, Craig
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 15 mm
Von/Mit:	Craig Pirrong
Erscheinungsdatum:	20.11.2013
Gewicht:	0,396 kg

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