Commodities : markets, performance, and strategies / edited by H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris.

Format:

Book

Author/Creator:

Baker, H. Kent (Harold Kent), 1944- author.

Filbeck, Greg, author.

Harris, Jeffrey H., 1964- author.

Series:

Financial markets and investments series

Language:

English

Subjects (All):

Commodity exchanges.

Investments.

Physical Description:

xxxix, 634 pages : charts ; 25 cm.

Place of Publication:

New York, NY : Oxford University Press, [2018]

Contents:

About the editors

About the contributors

Abbreviations

Commodities : an overview / H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris

The economics of commodities and commodity markets / Florian Ielpo

Commodity exchanges and regulation / Jerry W. Markham

Behavioral aspects of commodity markets / John R. Nofsinger, Pattanporn Chatjuthamard, and Xu Dai

Commodity derivatives / Neil C. Schofield

Fundamentals and commodity prices / Michael S. Haigh

Physical commodities / Erik Devos, Seow Eng Ong, and Andrew C. Spieler

Agricultural / Nicole Moran and Kelsey Syvrud

Energy / Michael A. Penick and Lynn Riggs

Livestock / Xiaohu Deng, Andrew C. Spieler, and Desmond Tsang

Metals / Greg Leonard and Chanel O'Neill

Commodity trading advisors and managed futures / Koray D. Simsek and Halil Kiymaz

Commodity exchange-traded funds / Christopher Milliken, Ehsan Nikbakht, and Andrew C. Spieler

Commodity mutual funds / Gustavo Camilo, Janko Cizel, and Paul Zurek

Pricing of futures contracts / Timothy A. Krause

Return characteristics of commodities / Dianna Preece

Issues in benchmarking commodity performance / Aaron Filbeck, CFA, CAIA

Volatility transmission across commodity futures markets / Frankie Ho-Chi Chau and Rataporn Deesomsak

Commodities in international and emerging markets / Kamal Smimou

Commodity trading strategies, common mistakes, and catastrophic blowups / Hilary Till, Joseph Eagleeye, and Richard Heckinger

Asset allocation strategies and commodities / Claudio Boido

Food prices and food price volatility / Donald F. Larson

High frequency trading of commodities / Raymond P. H. Fishe and Aaron D. Smith

Energy risk management / Thomas Barkley, Mingwei (Max) Liang, and Andrew Spieler

Financialization of commodity markets / Kyle J. Putnam and Ramesh Adhikari

Virtual currencies as commodities / Lamia Chourou, Samir Saadi, and Azizah Aljohani

Research issues in commodities and commodity derivatives / Scott Mixon

Future of commodity markets and investments / Hunter M. Holzhauer

Discussion questions and answers.

Notes:

Includes bibliographical references and index.

ISBN:

9780190656010

0190656018

OCLC:

1003489385