Table of contents for Commodity price dynamics : a structural approach / Craig Pirrong.


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


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Preface; 1. Introduction; 2. Storables modeling basics; 3. Continuously produced commodity price dynamics; 4. Empirical performance of the two-factor model; 5. Stochastic volatility; 6. Seasonal commodities; 7. Carbon markets; 8. Non-storable commodities.


Library of Congress subject headings for this publication:
Prices.
Prices -- Forecasting.
Commodity exchanges.
BUSINESS & ECONOMICS / Economics / Theory -- bisacsh.