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Commodity Models. A Step Forward

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
 
Owing to the cost of carry and the convenience yield, the commodity prices dynamics is very complex and, consequently, valuation of commodity contingent claims is carried out in the extant literature via ad-hoc solutions, which are very complex and sometimes include approximations. Therefore, it is needed to continue deepening in its study. This book tries to go a step forward in this sense. This book is organized as follows: - Chapter 1 contains an study about the extant commodity models and their implications in investment under uncertainty. - In chapter 2 it is proved that seasonality in some commodities (natural gas, gasoline and heating oil) is an stochastic factor instead of a deterministic one. - Chapter 3 provides evidence that crude oil and the main refining products are not only cointegrated but also have a common long-term trend.
Product Specifications
SKU :COC10877
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
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