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El. knyga: Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior

  • Formatas: EPUB+DRM
  • Serija: Wiley Finance
  • Išleidimo metai: 03-Dec-2008
  • Leidėjas: John Wiley & Sons Inc
  • Kalba: eng
  • ISBN-13: 9780470447437
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  • Formatas: EPUB+DRM
  • Serija: Wiley Finance
  • Išleidimo metai: 03-Dec-2008
  • Leidėjas: John Wiley & Sons Inc
  • Kalba: eng
  • ISBN-13: 9780470447437
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"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.

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.
Dedication.
Preface.
Acknowledgements.
Part I. Dynamics of Commodity Price Behavior.
Chapter
1. Indirect Inference and Long Memory: A New Truncated-series Estimation Method (Armand Sadler, Jean-Baptiste Lesourd, and Vêlayoudom Marimoutou).
Chapter
2. Procyclicality of Real Primary Commodity Prices (Behrooz Afrasiabi).
Chapter
3. Nonlinear Features of Commodity Price Comovements (Catherine Kyrtsou).
Chapter
4. The Oil Price and the Dollar Reconsidered  (Sadek Melhem and Michel Terraza).
Part II. Inventory Dynamics and Price Behavior.
Chapter
5. Time Varying Ratios of Primary and Scrap Metal Prices: The Importance of Inventories (Irene M Xiarchos).
Chapter
6. Metal Prices and the Supply of Storage (Paul Crompton and Irene M. Xiarchos).
Chapter
7. Testing for Asymmetric Causality between Metal Prices and Inventories (Eugene Kouassi).
Chapter
8. Do Wine Inventories Affect Wine Prices (James Bukenya).
Part III. Dynamics of Resource Markets.
Chapter
9. Dynamic Quadratic Programming in Process Control (Bruce Bancroft).
Chapter
10. Pollution Taxes and Price Control in the US Coal Market: A Rent Minimization Model (C.W. Yang and M.J. Hwang).
Chapter
11. A Forecasting Simulation of Coal in Indonesia's Energy Future (Ukar W. Soelistijo).
Chapter
12. Structural Change in Material Demands in the U.S. Economy (Adam Rose and C.Y. Chen).
Part IV. Environmental Resource Dynamics.
Chapter
13. Linking Resources, Trade and the Environment in China (Haixiao Huang).
Chapter
14. Critical Needs in China's Water Resources (Andres Liebenthal).
Chapter
15. Public Input into Land-use Decisions (Robert Johnston and Kelly Giraud Cullen).
Chapter
16. African Women in Mining Partnerships (Brigitte Bocoum).
Epilogue. Conclusions and Perspective (Walter C. Labys).
List of Contributors.
Index.
PETER SCHAEFFER is Professor of Economic Policy at West Virginia University and served as a director of the Division of Resource Management, which includes the Division of Agricultural and Resource Economics, from 1993 to 2006. He was a visiting professor of regional and environmental economics at the Swiss Federal Institute of Technology, Zurich, and a visiting scholar at the International Labour Organization in Geneva.