Commodity price dynamics: a structural approach
Auteur :
Pirrong, Craig
Éditeur :
Cambridge University Press
ISBN :
9780521195898
Date de publication :
31 oct. 2011
Dimensions :
23,1 x 15,7 x 2,3 cm
Poids :
520 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.