Commodity modeling and pricing [[electronic resource] ] : methods for analyzing resource market behavior / / Peter V. Schaeffer |
Autore | Schaeffer Peter V |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2008 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina |
332.6328
332.64/4 |
Collana | Wiley finance |
Soggetto topico |
Commodity exchanges - Mathematical models
Primary commodities - Prices Prices - Mathematical models |
ISBN |
0-470-44743-5
1-281-81468-7 9786611814687 1-118-26790-7 0-470-40939-8 |
Classificazione | QK 650 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910144131703321 |
Schaeffer Peter V
![]() |
||
Hoboken, NJ, : Wiley, c2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Commodity modeling and pricing : methods for analyzing resource market behavior / / Peter V. Schaeffer |
Autore | Schaeffer Peter V |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2008 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina |
332.6328
332.64/4 |
Collana | Wiley finance |
Soggetto topico |
Commodity exchanges - Mathematical models
Primary commodities - Prices Prices - Mathematical models |
ISBN |
0-470-44743-5
1-281-81468-7 9786611814687 1-118-26790-7 0-470-40939-8 |
Classificazione | QK 650 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910814004903321 |
Schaeffer Peter V
![]() |
||
Hoboken, NJ, : Wiley, c2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|