Commodity modeling and pricing: methods for analyzing resource market behavior

By:

Schaeffer, Peter

Material type: Text

TextPublication details: 2008 Wiley New JerseyDescription: xi, 298 P. 26 cm; Hard BoundISBN:

978-0-470-31723-5

Subject(s):

Commodity Markets Prices--Mathematical models Commodity exchanges--Mathematical models

Contents:

Indirect inference and long memory : a new truncated-series estimation method / Armand Sadler, Jean-Baptiste Lesourd, and Vêlayoudom Marimoutou -- Procyclicality of primary commodity prices : a stylized fact? / A. Behrooz Afrasiabi -- Nonlinear features of comovements between commodity prices and inflation / Catherine Kyrtsou -- The oil price and the dollar reconsidered / Sadek Melhem and Michel Terraza -- Time-varying ratios of primary and scrap metal prices : importance of inventories / Irene M. Xiarchos -- Metal prices and the supply of storage / Paul Crompton and Irene M. Xiarchos -- Testing for temporal asymmetry in the metal price-stock relationship / Eugene Kouassi -- Do fluctuations in wine stocks affect wine prices? / James O. Bukenya -- Dynamic quadratic programming in process control / Bruce A. Bancroft -- Pollution taxes and price control in the US coal market : a rent minimization model / Chin W. Yang and Ming-Jeng Hwang -- A forecasting simulation of coal in Indonesia's energy future / Ukar W. Soelistijo -- Structural decomposition analysis of changes in material demand in the U.S. economy / Adam Rose and Chia-Yon Chen -- Linking trade and the environment in China / Haixiao Huang -- Critical needs in China's water resources / Andres Liebenthal -- Public input in rural land preservation : modeling preference asymmetries in stated preference data / Robert J. Johnston and Kelly Giraud Cullen -- African women in mining partnerships / Brigitte Bocoum --

Summary: An industry leader reveals how to effectively analyze, model, and forecast today's commodity markets. Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.644 SCH (Browse shelf(Opens below))	Available		39068

Browsing H.T. Parekh Library shelves, Collection: GSB Collection Close shelf browser (Hides shelf browser)

Previous	No cover image available					No cover image available	No cover image available	Next
Previous	332.644 COM Commodity insights yearbook 2011: A bank of exclusive knowledge and information on commodity ecosystem	332.644 IND India commodity year book 2009	332.644 IND India: commodity year book 2012	332.644 SCH Commodity modeling and pricing: methods for analyzing resource market behavior	332.645..JAR Derivative securities	332.645 ALB Advanced derivatives pricing and risk management : theory, tools and hands-programming applications	332.645 AMR Real options : managing strategic investment in an uncertain world	Next

$95.00

Indirect inference and long memory : a new truncated-series estimation method / Armand Sadler, Jean-Baptiste Lesourd, and Vêlayoudom Marimoutou --
Procyclicality of primary commodity prices : a stylized fact? / A. Behrooz Afrasiabi --
Nonlinear features of comovements between commodity prices and inflation / Catherine Kyrtsou --
The oil price and the dollar reconsidered / Sadek Melhem and Michel Terraza --
Time-varying ratios of primary and scrap metal prices : importance of inventories / Irene M. Xiarchos --
Metal prices and the supply of storage / Paul Crompton and Irene M. Xiarchos --
Testing for temporal asymmetry in the metal price-stock relationship / Eugene Kouassi --
Do fluctuations in wine stocks affect wine prices? / James O. Bukenya --
Dynamic quadratic programming in process control / Bruce A. Bancroft --
Pollution taxes and price control in the US coal market : a rent minimization model / Chin W. Yang and Ming-Jeng Hwang --
A forecasting simulation of coal in Indonesia's energy future / Ukar W. Soelistijo --
Structural decomposition analysis of changes in material demand in the U.S. economy / Adam Rose and Chia-Yon Chen --
Linking trade and the environment in China / Haixiao Huang --
Critical needs in China's water resources / Andres Liebenthal --
Public input in rural land preservation : modeling preference asymmetries in stated preference data / Robert J. Johnston and Kelly Giraud Cullen --
African women in mining partnerships / Brigitte Bocoum --

An industry leader reveals how to effectively analyze, model, and forecast today's commodity markets. Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior

There are no comments on this title.

to post a comment.