Commodity price dynamics: a structural approach
Auteur :
Pirrong, Craig
Éditeur :
Cambridge University Press
ISBN :
9781107616332
Date de publication :
6 mars 2014
Dimensions :
22,9 x 15,2 x 1,4 cm
Poids :
360 g
Format :
Trade paperback (US)
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.