Commodity modeling and pricing : methods for analyzing resource market behavior / Peter V. Schaeffer.

Format:

Book

Author/Creator:

Schaeffer, Peter V.

Series:

Wiley finance series.

Wiley finance

Language:

English

Subjects (All):

Commodity exchanges--Mathematical models.

Commodity exchanges.

Primary commodities--Prices.

Primary commodities.

Prices--Mathematical models.

Prices.

Labys, Walter C., 1937-.

Labys, Walter C.

Physical Description:

1 online resource (312 p.)

Edition:

1st edition

Place of Publication:

Hoboken, NJ : Wiley, c2008.

Language Note:

English

System Details:

text file

Summary:

Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education-all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pric

Contents:

Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior; Contents; Preface; Acknowledgments; Part I: Dynamics of Commodity Price Behavior; Chapter 1: Indirect Inference and Long Memory; Chapter 2: Procyclicality of Primary Commodity Prices; Chapter 3: Nonlinear Features of Comovements between Commodity Prices and Inflation; Chapter 4: The Oil Price and the Dollar Reconsidered; Part II: Inventory Dynamics and Price Behavior; Chapter 5: Time-Varying Ratios of Primary and Scrap Metal Prices; Chapter 6: Metal Prices and the Supply of Storage

Chapter 7: Testing for Temporal Asymmetry in the Metal Price-Stock RelationshipChapter 8: Do Fluctuations in Wine Stocks Affect Wine Prices?; Part III: Dynamics of Resource Markets; Chapter 9: Dynamic Quadratic Programming in Process Control; Chapter 10: Pollution Taxes and Price Control in the U. S. Coal Market; Chapter 11: A Forecasting Simulation of Coal in Indonesia's Energy Future; Chapter 12: Structural Decomposition Analysis of Changes in Material Demand in the U.S. Economy; Part IV: Environmental Resource Dynamics; Chapter 13: Linking Trade and the Environment in China

Chapter 14: Critical Needs in China's Water ResourcesChapter 15: Public Input in Rural Land Preservation; Chapter 16: African Women in Mining Partnerships; Epilogue: Conclusions and Perspective; List of Contributors; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611814687

9780470447437

0470447435

9781281814685

1281814687

9781118267905

1118267907

9780470409398

0470409398

OCLC:

775437910