The economics of commodity markets

As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions. Universitie...

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Bibliographic Details
Main Author: Chevallier, Julien (-)
Other Authors: Ielpo, Florian
Format: eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley 2013.
Edition:1st edition
Series:Wiley finance series.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628191506719
Table of Contents:
  • Preface
  • List of figures
  • List of tables
  • Acronyms
  • Commodity markets dynamics
  • Individual dynamics : from trends to risks
  • Cross-commodities linkages
  • Commodities and the business cycle
  • The reaction of commodity markets to economic news
  • Economic regimes and commodity markets as an asset class
  • Commodities and fundamental value
  • Cross-commodity linkages
  • Cointegration with traditional asset markets
  • Cointegration with industrial production and inflation
  • Index.