The financialization of commodity markets : investing during times of transition / Adam Zaremba.

Format:

Book

Author/Creator:

Zaremba, Adam, 1985-

Language:

English

Subjects (All):

Commodity exchanges.

Commodity futures.

Physical Description:

249 pages ; 25cm

Place of Publication:

New York, NY : Palgrave Macmillan, [2014]

Summary:

The landscape of commodity markets has drastically changed in recent years. Once a market of refineries, mines, and farms, it has been transformed into the market of hedge funds, exchange traded funds, and commodity trading advisors. How did it affect the commodity markets? Are commodity investments still as beneficial as 20 or 30 years ago? The Financialization of Commodity Markets makes an attempt to answer these questions. First, it explores the fundamentals of passive and active investment strategies in commodity markets, discusses sources of return, benchmarks, and performance. Second, it investigates the structural changes in commodity markets which took place during the last decade, and their impact on expected returns, risk, or correlations with other asset classes. Finally, it examines the importance of financialization for commodity investors. Book jacket.

Contents:

Asset allocation in commodity markets

Passive investment strategies in commodity markets

Active investment strategies in commodity markets

Financialization of commodity markets

Performance measurement of commodity investments

Commodity investments in financialized markets: a study.

Notes:

Includes bibliographical references and index.

ISBN:

9781137465573

1137465573

OCLC:

893099340