Book description
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 Pricing contains the information you need to excel in this demanding environment.
Table of contents
- Title Page
- Copyright Page
- Dedication
- Preface
- Acknowledgements
-
PART One - Dynamics of Commodity Price Behavior
-
CHAPTER 1 - Indirect Inference and Long Memory A New Truncated-Series ...
- INTRODUCTION
- ALMOST SURE CONSISTENCY OF THE NLS ESTIMATOR FROM OUR TRUNCATED MODEL
- IDENTIFICATION AND ESTIMATION OF THE TRUNCATED LONG MEMORY PROCESS
- INFORMAL PROOF OF THE CONVERGENCE OF THE ABOVE ESTIMATION PROCEDURE
- APPLICATIONS
- CONCLUSIONS
- APPENDIX: PROOF OF CONSISTENCY OF THE ESTIMATOR D*
- REFERENCES
- CHAPTER 2 - Procyclicality of Primary Commodity Prices A Stylized Fact?
- CHAPTER 3 - Nonlinear Features of Comovements between Commodity Prices and Inflation
- CHAPTER 4 - The Oil Price and the Dollar Reconsidered
-
CHAPTER 1 - Indirect Inference and Long Memory A New Truncated-Series ...
- PART Two - Inventory Dynamics and Price Behavior
-
PART Three - 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 A Rent ...
- CHAPTER 11 - A Forecasting Simulation of Coal in Indonesia’s Energy Future
- CHAPTER 12 - Structural Decomposition Analysis of Changes in Material Demand in ...
- PART Four - Environmental Resource Dynamics
- EPILOGUE
- List of Contributors
- Index
Product information
- Title: Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior
- Author(s):
- Release date: October 2008
- Publisher(s): Wiley
- ISBN: 9780470317235
You might also like
book
The Economics of Commodity Markets
As commodity markets have continued their expansion an extensive and complex financial industry has developed to …
book
Market Risk Analysis Volume I: Quantitative Methods in Finance
Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one …
book
Market Risk Analysis Volume III: Pricing, Hedging and Trading Financial Instruments
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms …
book
Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues
The book aims to prioritise what needs mastering and presents the content in the most understandable, …