Commodity Price Dynamics: A Structural Approach Craig Pirrong » holypet.ru

Oct 31, 2011 · "Craig Pirrong is one of the most thoughtful scholars working on commodity markets today and he combines an understanding of finance, statistics, and economics in a way that is rare. His book presents a focused and convincing message concerning the advantages of using a structural approach to modeling commodity prices. Commodity Price Dynamics book. Read reviews from world’s largest community for readers. Commodities have become an important component of many investors'. features of commodity price dynamics. This is a finding that points out the value of looking at higher moments of prices, and the prices of derivatives other than forwards and futures–notably, options of various types. Second, the structural approach informs as much through its failures as its successes.

Commodity Price Dynamics: A Structural Approach. Commodities have become an 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. ‘Craig Pirrong is one of the most thoughtful scholars working on commodity markets today and he combines an understanding of finance, statistics, and economics in a way that is rare. His book presents a focused and convincing message concerning the advantages of using a structural approach to modeling commodity prices.

Professor Pirrong's research focuses on the organization of financial exchanges, derivatives clearing, competition between exchanges, commodity markets, derivatives market manipulation, the relation between market fundamentals and commodity price dynamics, and the implications of this relation for the pricing of commodity derivatives. 'Craig Pirrong is one of the most thoughtful scholars working on commodity markets today and he combines an understanding of finance, statistics, and economics in a way that is rare. His book presents a focused and convincing message concerning the advantages of using a structural approach to modeling commodity prices. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. Pirrong’s research focuses on the economics of commodity markets, the relation between market fundamentals and commodity price dynamics, and the implications of this relation for the pricing of commodity derivatives. He has also published substantial research on the economics, law, and public policy of market manipulation.

Commodity Price Dynamics: A Structural Approach Craig Pirrong

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. Get this from a library! Commodity price dynamics: a structural approach. [Stephen Craig Pirrong] -- "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.

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