Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 The Basics of Storable Commodity Modeling
- 3 High-Frequency Price Dynamics for Continuously Produced Commodities in a Two-Factor Storage Economy: Implications for Derivatives Pricing
- 4 The Empirical Performance of the Two-Factor Storage Model
- 5 Stochastic Fundamental Volatility, Speculation, and Commodity Storage
- 6 The Pricing of Seasonal Commodities
- 7 The Dynamics of Carbon Markets
- 8 The Structural Modeling of Non-Storables: Electricity
- References
- Author Index
- Subject Index
Frontmatter
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 The Basics of Storable Commodity Modeling
- 3 High-Frequency Price Dynamics for Continuously Produced Commodities in a Two-Factor Storage Economy: Implications for Derivatives Pricing
- 4 The Empirical Performance of the Two-Factor Storage Model
- 5 Stochastic Fundamental Volatility, Speculation, and Commodity Storage
- 6 The Pricing of Seasonal Commodities
- 7 The Dynamics of Carbon Markets
- 8 The Structural Modeling of Non-Storables: Electricity
- References
- Author Index
- Subject Index
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- Information
- Commodity Price DynamicsA Structural Approach, pp. i - ivPublisher: Cambridge University PressPrint publication year: 2011