The Economics of Commodity Markets
| Author | : | |
| Rating | : | 4.63 (503 Votes) |
| Asin | : | 1119967910 |
| Format Type | : | paperback |
| Number of Pages | : | 360 Pages |
| Publish Date | : | 2017-03-29 |
| Language | : | English |
DESCRIPTION:
One of the innovations in this work is the use of advanced econometric techniques to shed light on linkages between different commodity markets and their dependence on macro-economic variables. This book will prove valuable reading to students of commodity markets as well as analysts that forecast commodity markets or construct portfolios involving commodities.”—Dr Robert Kosowski, Director of the Risk Management Laboratory & Associate Professor, Imperial College Business School“The Economics of Commodity Markets written by Julien Chevallier and Florian Ielpo is an exceptionally valuable and up-to-date reference for investment professionals an
His expertise is built on an on-going combination between professional skills gained from building decision tools and strategic decision making, and active academic research focusing on the application of econometric tools relating economics and finance. Chevallier is the author of the book Econometric Analysis of Carbon Markets
Excellent I used this as my reference book at uni and now use it as a trainee. Its well written and balances an academic approach with practice perfectly.
Information on market trends of commodities is presented in the first part, with a strong emphasis on the quantitative treatment of that information in the remaining two parts of the book. As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. The key original approach to the subject matter lies in a shift away from the descriptive to the econometric analysis of commodity markets. Universities and other training institutions have responded to this rapid expansion of commodity markets as well as their substantial future growth potential by launching specialized courses on the subject.The Economics of Commodity Markets attempts to bridge the gap between academics and working professionals by way of a textbook that is both theoretically informative and practical. Readers are provided with a clear and succinct exposition of up-to-date financial economic and econometric methods as these apply to commodity markets. In addition a number of useful empirical applications are introduced and discussed.This book is