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Commodity modeling and pricing [[electronic resource] ] : methods for analyzing resource market behavior / / Peter V. Schaeffer
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Commodity modeling and pricing [[electronic resource] ] : methods for analyzing resource market behavior / / Peter V. Schaeffer
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-9910814004903321
Schaeffer Peter V  
Hoboken, NJ, : Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui