Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 390
Book Description
Applied Commodity Price Analysis, Forecasting, and Risk Management
Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 390
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 390
Book Description
Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 388
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 388
Book Description
Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 454
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 454
Book Description
NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, April 26-27, 1988
Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 438
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 438
Book Description
NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 436
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 436
Book Description
Modeling and Forecasting Primary Commodity Prices
Author: Walter C. Labys
Publisher: Routledge
ISBN: 1351917080
Category : Business & Economics
Languages : en
Pages : 247
Book Description
Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.
Publisher: Routledge
ISBN: 1351917080
Category : Business & Economics
Languages : en
Pages : 247
Book Description
Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.
Commodities
Author: H. Kent Baker
Publisher: Oxford University Press
ISBN: 0190656026
Category : Business & Economics
Languages : en
Pages : 681
Book Description
Commodities: Markets, Performance, and Strategies provides a comprehensive view of commodity markets by describing and analyzing historical commodity performance, vehicles for investing in commodities, portfolio strategies, and current topics. It begins with the basics of commodity markets and various investment vehicles. The book then highlights the unique risk and return profiles of commodity investments, along with the dangers from mismanaged risk practices. The book also provides important insights into recent developments, including high frequency trading, financialization, and the emergence of virtual currencies as commodities. Readers of Commodities: Markets, Performance, and Strategies can gain an in-depth understanding about the multiple dimensions of commodity investing from experts from around the world. Commodity markets can be accessed with products that create unique risk and return dynamics for investors worldwide. The authors provide insights in a range of areas, from the economics of supply and demand for individual physical commodities through the financial products used to gain exposure to commodities. The book balances useful practical advice on commodity exposure while exposing the reader to various pitfalls inherent in these markets. Readers interested in a basic understanding will benefit as will those looking for more in-depth presentations of specific areas within commodity markets. Overall, Commodities: Markets, Performance, and Strategies provides a fresh look at the myriad dimensions of investing in these globally important markets.
Publisher: Oxford University Press
ISBN: 0190656026
Category : Business & Economics
Languages : en
Pages : 681
Book Description
Commodities: Markets, Performance, and Strategies provides a comprehensive view of commodity markets by describing and analyzing historical commodity performance, vehicles for investing in commodities, portfolio strategies, and current topics. It begins with the basics of commodity markets and various investment vehicles. The book then highlights the unique risk and return profiles of commodity investments, along with the dangers from mismanaged risk practices. The book also provides important insights into recent developments, including high frequency trading, financialization, and the emergence of virtual currencies as commodities. Readers of Commodities: Markets, Performance, and Strategies can gain an in-depth understanding about the multiple dimensions of commodity investing from experts from around the world. Commodity markets can be accessed with products that create unique risk and return dynamics for investors worldwide. The authors provide insights in a range of areas, from the economics of supply and demand for individual physical commodities through the financial products used to gain exposure to commodities. The book balances useful practical advice on commodity exposure while exposing the reader to various pitfalls inherent in these markets. Readers interested in a basic understanding will benefit as will those looking for more in-depth presentations of specific areas within commodity markets. Overall, Commodities: Markets, Performance, and Strategies provides a fresh look at the myriad dimensions of investing in these globally important markets.
Agricultural Supply Chains and the Challenge of Price Risk
Author: John Williams
Publisher: Routledge
ISBN: 1134058381
Category : Business & Economics
Languages : en
Pages : 316
Book Description
This book discusses the issues of integration within food and fibre supply chains and the challenges in managing price risk. The problems of integration and price risk are interwoven in agricultural supply chains with production and supply risk as well as hoarding. However, without supply chain integration through commercial trade markets there can be no forward market upon which forward transactions and the management of price risk can be based. Without a forward market that can reduce opportunistic behaviour, there is likely to be little security of supply, particularly under high production risk and price uncertainty. Whilst price risk management is possible under certain circumstances, there are many factors that can prevent the development of forward markets or cause them to collapse, thus undermining the ability to manage price risk within acceptable risk and return parameters. Market positions therefore need to be valued and often settled daily due to the risk of contract default. In addition, the issue of currency risk and its management applies to international market positions and transactional exposures. The book analyses a range of price risk management strategies from forward contracting through to futures and options hedging, and finally to over-the-counter products. Evaluation techniques are developed to aid decision-making. The author concludes that forward market development may be the exception rather than the norm, and that whilst favourable price risk management outcomes may be possible, they can sometimes be caused more by luck than through good management. It is shown how tactics are an important consideration in decision-making to minimize costs and losses.
Publisher: Routledge
ISBN: 1134058381
Category : Business & Economics
Languages : en
Pages : 316
Book Description
This book discusses the issues of integration within food and fibre supply chains and the challenges in managing price risk. The problems of integration and price risk are interwoven in agricultural supply chains with production and supply risk as well as hoarding. However, without supply chain integration through commercial trade markets there can be no forward market upon which forward transactions and the management of price risk can be based. Without a forward market that can reduce opportunistic behaviour, there is likely to be little security of supply, particularly under high production risk and price uncertainty. Whilst price risk management is possible under certain circumstances, there are many factors that can prevent the development of forward markets or cause them to collapse, thus undermining the ability to manage price risk within acceptable risk and return parameters. Market positions therefore need to be valued and often settled daily due to the risk of contract default. In addition, the issue of currency risk and its management applies to international market positions and transactional exposures. The book analyses a range of price risk management strategies from forward contracting through to futures and options hedging, and finally to over-the-counter products. Evaluation techniques are developed to aid decision-making. The author concludes that forward market development may be the exception rather than the norm, and that whilst favourable price risk management outcomes may be possible, they can sometimes be caused more by luck than through good management. It is shown how tactics are an important consideration in decision-making to minimize costs and losses.
The Handbook of Global Agricultural Markets
Author: L. Nijs
Publisher: Springer
ISBN: 1137302348
Category : Business & Economics
Languages : en
Pages : 603
Book Description
This book is a one-stop reference for practitioners and academics in finance, business and economics, providing a holistic reference to the international agriculture business. It takes a multidisciplinary approach, looking at the issues, opportunities and investable themes in the global agricultural space, combining research and practical tools.
Publisher: Springer
ISBN: 1137302348
Category : Business & Economics
Languages : en
Pages : 603
Book Description
This book is a one-stop reference for practitioners and academics in finance, business and economics, providing a holistic reference to the international agriculture business. It takes a multidisciplinary approach, looking at the issues, opportunities and investable themes in the global agricultural space, combining research and practical tools.
Options, Futures, and Agricultural Commodity Programs
Author:
Publisher:
ISBN:
Category : Agricultural price supports
Languages : en
Pages : 162
Book Description
Publisher:
ISBN:
Category : Agricultural price supports
Languages : en
Pages : 162
Book Description