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Commodity modeling and pricing : methods for analyzing resource market behavior /

by Schaeffer, Peter V.
Series: Wiley finance series Published by : Wiley, (Hoboken, N.J. :) Physical details: xi, 298 p. : ill., maps ; 26 cm. ISBN: 047031723X Subject(s): Commodity exchanges %Mathematical models. | Primary commodities %Prices. | Prices %Mathematical models. Year: 2008
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Book Book AUM Main Library 332.644 S294 (Browse Shelf) Available JBC/2012/6138

Includes bibliographical references and index.

Indirect inference and long memory : a new truncated-series estimation method / Armand Sadler, Jean-Baptiste Lesourd, and VĂȘlayoudom Marimoutou -- Procyclicality of primary commodity prices : a stylized fact? / A. Behrooz Afrasiabi -- Nonlinear features of comovements between commodity prices and inflation / Catherine Kyrtsou -- The oil price and the dollar reconsidered / Sadek Melhem and Michel Terraza -- Time-varying ratios of primary and scrap metal prices : importance of inventories / Irene M. Xiarchos -- Metal prices and the supply of storage / Paul Crompton and Irene M. Xiarchos -- Testing for temporal asymmetry in the metal price-stock relationship / Eugene Kouassi -- Do fluctuations in wine stocks affect wine prices? / James O. Bukenya -- Dynamic quadratic programming in process control / Bruce A. Bancroft -- Pollution taxes and price control in the US coal market : a rent minimization model / Chin W. Yang and Ming-Jeng Hwang -- A forecasting simulation of coal in Indonesia's energy future / Ukar W. Soelistijo -- Structural decomposition analysis of changes in material demand in the U.S. economy / Adam Rose and Chia-Yon Chen -- Linking trade and the environment in China / Haixiao Huang -- Critical needs in China's water resources / Andres Liebenthal -- Public input in rural land preservation : modeling preference asymmetries in stated preference data / Robert J. Johnston and Kelly Giraud Cullen -- African women in mining partnerships / Brigitte Bocoum -- Conclusions and perspective / Walter C. Labys.

"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."--BOOK JACKET.

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