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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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 |
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
Modelling financial time series / / Stephen J Taylor
| Modelling financial time series / / 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-9910819551603321 |
|
Taylor Stephen (Stephen J.)
|
||
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
