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   系統號碼540249
   書刊名Commodity price dynamics : a structural approach /
   主要著者Pirrong, Stephen Craig, 1959-
   出版項New York : Cambridge University Press, 2012.
   索書號HB221.P47 2012
   ISBN9780521195898 (Hardback)
   標題Prices.
Prices-Forecasting.
Commodity exchanges.
   
    
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HB221 .P47 2012W098563

內容簡介"Commodities have become and important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commoditites and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders, and policy makers who want to better understand often puzzling--and extreme--movements in the prices of commoditites from aluminum to oil to soybeans to zinc"--Provided by publisher.

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