04031nam 2200709Ia 450 991014413170332120200520144314.00-470-44743-51-281-81468-797866118146871-118-26790-70-470-40939-8(CKB)1000000000554280(EBL)362164(SSID)ssj0000125543(PQKBManifestationID)11136736(PQKBTitleCode)TC0000125543(PQKBWorkID)10027995(PQKB)11599129(Au-PeEL)EBL362164(CaPaEBR)ebr10296388(CaSebORM)9780470317235(MiAaPQ)EBC362164(OCoLC)775437910(PPN)241282004(EXLCZ)99100000000055428020080604d2008 uy 0engur|n|---|||||txtccrCommodity modeling and pricing[electronic resource] methods for analyzing resource market behavior /Peter V. Schaeffer1st editionHoboken, NJ Wileyc20081 online resource (312 p.)Wiley financeDescription based upon print version of record.0-470-31723-X Includes bibliographical references and index.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 StorageChapter 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 ChinaChapter 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; IndexCommodity 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 PricWiley finance series.Commodity exchangesMathematical modelsPrimary commoditiesPricesPricesMathematical modelsCommodity exchangesMathematical models.Primary commoditiesPrices.PricesMathematical models.332.6328332.64/4QK 650rvkSchaeffer Peter V845865MiAaPQMiAaPQMiAaPQBOOK9910144131703321Commodity modeling and pricing1888739UNINA