Commodity modeling and pricing : methods for analyzing resource market behavior
著者
書誌事項
Commodity modeling and pricing : methods for analyzing resource market behavior
（Wiley finance series）
Wiley, c2008
- : hbk
大学図書館所蔵 件 / 全1件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes index
内容説明・目次
内容説明
Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education-all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment.
目次
Preface ix Acknowledgments xi
PART ONE Dynamics of Commodity Price Behavior 1
CHAPTER 1 Indirect Inference and Long Memory: A New Truncated-Series Estimation Method
Armand Sadler, Jean-Baptiste Lesourd, and Velayoudom Marimoutou 3
CHAPTER 2 Procyclicality of Primary Commodity Prices: A Stylized Fact?
A. Behrooz Afrasiabi 30
CHAPTER 3 Nonlinear Features of Comovements between Commodity Prices and Inflation
Catherine Kyrtsou 52
CHAPTER 4 The Oil Price and the Dollar Reconsidered
Sadek Melhem and Michel Terraza 65
PART TWO Inventory Dynamics and Price Behavior 77
CHAPTER 5 Time-Varying Ratios of Primary and Scrap Metal Prices: Importance of Inventories
Irene M. Xiarchos 79
CHAPTER 6 Metal Prices and the Supply of Storage
Paul Crompton and Irene M. Xiarchos 103
CHAPTER 7 Testing for Temporal Asymmetry in the Metal Price-Stock Relationship
Eugene Kouassi 118
CHAPTER 8 Do Fluctuations in Wine Stocks Affect Wine Prices?
James O. Bukenya 136
PART THREE Dynamics of Resource Markets 167
CHAPTER 9 Dynamic Quadratic Programming in Process Control
Bruce A. Bancroft 169
CHAPTER 10 Pollution Taxes and Price Control in the US Coal Market: A Rent Minimization Model
Chin W. Yang and Ming-Jeng Hwang 176
CHAPTER 11 A Forecasting Simulation of Coal in Indonesia's Energy Future
Ukar W. Soelistijo 185
CHAPTER 12 Structural Decomposition Analysis of Changes in Material Demand in the U.S. Economy
Adam Rose and Chia-Yon Chen 195
PART FOUR Environmental Resource Dynamics 209
CHAPTER 13 Linking Trade and the Environment in China
Haixiao Huang 211
CHAPTER 14 Critical Needs in China's Water Resources
Andres Liebenthal 229
CHAPTER 15 Public Input in Rural Land Preservation: Modeling Preference Asymmetries in Stated Preference Data
Robert J. Johnston and Kelly Giraud Cullen 247
CHAPTER 16 African Women in Mining Partnerships
Brigitte Bocoum 267
EPILOGUE Conclusions and Perspective
Walter C. Labys 279
List of Contributors 289
Index 295
「Nielsen BookData」 より