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Biblioteca

MARC Lista (tabellare)
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / / Mark J S Keenan
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / / Mark J S Keenan
Autore Keenan Mark J. S.
Edizione [Second edition.]
Pubbl/distr/stampa Chichester, West Sussex, England : , : Wiley, , [2020]
Descrizione fisica 1 online resource (xx, 260 pages)
Disciplina 332.644
Collana Wiley trading advantage
Soggetto topico Commodity exchanges - Mathematical models
ISBN 1-119-60381-1
1-119-60374-9
1-119-60384-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Advanced positioning, flow and sentiment analysis in commodity markets -- The structure of the positioning data -- Performance attribution : an insight into sentiment and behavioural analysis? -- Concentration, clustering, and position size : price risks and behavioural patterns -- "Dry Powder (DP)" analysis : an alternative way to visualise positioning -- Advanced DP analysis : deeper insights and more variables -- Decomposing trading flow and quantifying position dynamics -- Overbought/Oversold (OBOS) analysis : the intersection of extremes -- Advanced OBOS analysis : extremes in sentiment and risk -- Sentiment analysis : sentiment indices and positioning mismatches -- Newsflow in positioning analysis -- Flow analysis : the "flow cube" and the "build ratio" in commodity markets -- Chinese commodity markets : analysing flow -- Machine learning : a machine's perspective on positioning.
Record Nr. UNINA-9910555242703321
Keenan Mark J. S.  
Chichester, West Sussex, England : , : Wiley, , [2020]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / / Mark J S Keenan
Advanced positioning, flow, and sentiment analysis in commodity markets : bridging fundamental and technical analysis / / Mark J S Keenan
Autore Keenan Mark J. S.
Edizione [Second edition.]
Pubbl/distr/stampa Chichester, West Sussex, England : , : Wiley, , [2020]
Descrizione fisica 1 online resource (xx, 260 pages)
Disciplina 332.644
Collana Wiley trading advantage
Soggetto topico Commodity exchanges - Mathematical models
ISBN 1-119-60381-1
1-119-60374-9
1-119-60384-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Advanced positioning, flow and sentiment analysis in commodity markets -- The structure of the positioning data -- Performance attribution : an insight into sentiment and behavioural analysis? -- Concentration, clustering, and position size : price risks and behavioural patterns -- "Dry Powder (DP)" analysis : an alternative way to visualise positioning -- Advanced DP analysis : deeper insights and more variables -- Decomposing trading flow and quantifying position dynamics -- Overbought/Oversold (OBOS) analysis : the intersection of extremes -- Advanced OBOS analysis : extremes in sentiment and risk -- Sentiment analysis : sentiment indices and positioning mismatches -- Newsflow in positioning analysis -- Flow analysis : the "flow cube" and the "build ratio" in commodity markets -- Chinese commodity markets : analysing flow -- Machine learning : a machine's perspective on positioning.
Record Nr. UNINA-9910812122903321
Keenan Mark J. S.  
Chichester, West Sussex, England : , : Wiley, , [2020]
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-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 : methods for analyzing resource market behavior / / Peter V. Schaeffer
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 9786611814687
9780470447437
0470447435
9781281814685
1281814687
9781118267905
1118267907
9780470409398
0470409398
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
Modelling financial time series [[electronic resource] /] / Stephen J Taylor
Modelling financial time series [[electronic resource] /] / Stephen J Taylor
Autore Taylor Stephen (Stephen J.)
Edizione [2nd ed.]
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (297 p.)
Disciplina 332.63/222011
Soggetto topico Stocks - Prices - Mathematical models
Commodity exchanges - Mathematical models
Financial futures - Mathematical models
Time-series analysis
Soggetto genere / forma Electronic books.
ISBN 1-281-91161-5
9786611911614
981-277-085-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks.
Record Nr. UNINA-9910458071803321
Taylor Stephen (Stephen J.)  
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modelling financial time series [[electronic resource] /] / Stephen J Taylor
Modelling financial time series [[electronic resource] /] / Stephen J Taylor
Autore Taylor Stephen (Stephen J.)
Edizione [2nd ed.]
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (297 p.)
Disciplina 332.63/222011
Soggetto topico Stocks - Prices - Mathematical models
Commodity exchanges - Mathematical models
Financial futures - Mathematical models
Time-series analysis
ISBN 1-281-91161-5
9786611911614
981-277-085-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks.
Record Nr. UNINA-9910784886503321
Taylor Stephen (Stephen J.)  
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui