Macroeconomic Influences and the Variability of the Commodity Futures Basis
Author : Warren Bernard Bailey
Publisher :
Page : 36 pages
File Size : 38,96 MB
Release : 1992
Category : Commodity exchange
ISBN :
The Handbook of Commodity Investing
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 986 pages
File Size : 23,76 MB
Release : 2008-06-02
Category : Business & Economics
ISBN : 0470293209
Book Description
Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.
Commodities
Author : M. A. H. Dempster
Publisher : CRC Press
Page : 725 pages
File Size : 17,47 MB
Release : 2015-11-05
Category : Business & Economics
ISBN : 1498712339
Book Description
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.This book covers the fundamental theory of and derivatives pricing for major commodity markets as well as the interaction between commodi
Econometric Analysis of Carbon Markets
Author : Julien Chevallier
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 10,39 MB
Release : 2011-09-21
Category : Business & Economics
ISBN : 9400724128
Book Description
Through analysis of the European Union Emissions Trading Scheme (EU ETS) and the Clean Development Mechanism (CDM), this book demonstrates how to use a variety of econometric techniques to analyze the evolving and expanding carbon markets sphere, techniques that can be extrapolated to the worldwide marketplace. It features stylized facts about carbon markets from an economics perspective, as well as covering key aspects of pricing strategies, risk and portfolio management.
Manipulation on Trial
Author : Jeffrey Williams
Publisher : Cambridge University Press
Page : 272 pages
File Size : 36,33 MB
Release : 1995-07-27
Category : Business & Economics
ISBN : 0521440289
Book Description
The unprecedented rise and fall in silver's price during 1979 and 1980 resulted in charges against the Hunt brothers of Dallas of monopolization and market manipulation, charges which led to a lengthy trial. This book focuses on the economic analysis used at this trial. Drawing upon interviews with the judge, jury, attorneys and expert witnesses (the author having so served), it investigates the elusive definition of manipulation in sophisticated markets, the difficulties of interpreting statistical evidence, the imprecision in calculating damages, the hidden assumptions behind inferences concerning intent, and the hazards introduced when economic analysis enters complex litigation. The author concludes that these problems induce courtroom procedures to oversimplify the economic analysis and cause the law on market manipulation to be created retroactively. Yet the failure lies not with the legal institutions but with the futures exchanges who had not developed in advance the rules to minimize large-scale trading during the unusual price moves.
Commodity Price Dynamics
Author : Craig Pirrong
Publisher : Cambridge University Press
Page : 239 pages
File Size : 41,91 MB
Release : 2011-10-31
Category : Business & Economics
ISBN : 1139501976
Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. 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. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Food Price Volatility and Its Implications for Food Security and Policy
Author : Matthias Kalkuhl
Publisher : Springer
Page : 620 pages
File Size : 41,73 MB
Release : 2016-04-12
Category : Business & Economics
ISBN : 3319282018
Book Description
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Two Essays in Financial and Monetary Economics
Author : Sherman J. Ho
Publisher :
Page : 296 pages
File Size : 49,10 MB
Release : 1999
Category : Demand for money
ISBN :
Book Description
The World Scientific Handbook of Futures Markets
Author : Anastasios G. E. T. Al MALLIARIS
Publisher : World Scientific
Page : 844 pages
File Size : 28,4 MB
Release : 2015-08-06
Category : Business & Economics
ISBN : 9814566926
Book Description
"The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of futures markets that make them worthy of a special volume. In our judgment, futures markets are currently undergoing remarkable changes as trading is shifting from open outcry to electronic and as the traditional functions of hedging and speculation are extended to include futures as an alternative investment vehicle in traditional portfolios. The unique feature of this volume is the selection of five classic papers that lay the foundations of the futures markets and the invitation to the leading academics who do work in the area to write critical surveys in a dozen important topics."--$cProvided by publisher.
Promotion and Politeness
Author : Ann-Charlotte Lindeberg
Publisher :
Page : 334 pages
File Size : 13,17 MB
Release : 2004
Category : Academic writing
ISBN :
