Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior (Wiley Finance)

Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education–all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment.Content: Chapter 1 Indirect Inference and Long Memory: A New Truncated?Series Estimation Method (pages 1–29): Armand Sadler, Jean?Baptiste Lesourd and Ve?layoudom Marimoutou Chapter 2 Procyclicality of Primary Commodity Prices: A Stylized Fact? (pages 30–51): A. Behrooz Afrasiabi Chapter 3 Nonlinear Features of Comovements Between Commodity Prices and Inflation (pages 52–64): Catherine Kyrtsou Chapter 4 The Oil Price and the Dollar Reconsidered (pages 65–76): Sadek Melhem and Michel Terraza Chapter 5 Time?Varying Ratios of Primary and Scrap Metal Prices: Importance of Inventories (pages 77–102): Irene M. Xiarchos Chapter 6 Metal Prices and the Supply of Storage (pages 103–117): Paul Crompton and Irene M. Xiarchos Chapter 7 Testing for Temporal Asymmetry in the Metal Price?Stock Relationship (pages 118–135): Eugene Kouassi Chapter 8 Do Fluctuations in Wine Stocks Affect Wine Prices? (pages 136–166): James O. Bukenya Chapter 9 Dynamic Quadratic Programming in Process Control (pages 167–175): Bruce A. Bancroft Chapter 10 Pollution Taxes and Price Control in the Us Coal Market: A Rent Minimization Model (pages 176–184): Chin W. Yang and Ming?Jeng Hwang Chapter 11 A Forecasting Simulation of Coal in Indonesia's Energy Future (pages 185–194): Ukar W. Soelistijo Chapter 12 Structural Decomposition Analysis of Changes in Material Demand (pages 195–207): Adam Rose and Chia?Yon Chen Chapter 13 Linking Trade and the Environment in China (pages 209–228): Haixiao Huang Chapter 14 Critical Needs in China's Water Resources (pages 229–246): Andres Liebenthal Chapter 15 Public Input in Rural Land Preservation: Modeling Preference (pages 247–266): Robert J. Johnston and Kelly Giraud Cullen Chapter 16 African Women in Mining Partnerships (pages 267–277): Brigitte Bocoum __Commodity Modeling and Pricing__ provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education–all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, __Commodity Modeling and Pricing__ contains the information you need to excel in this demanding environment.Content: Chapter 1 Indirect Inference and Long Memory: A New Truncated?Series Estimation Method (pages 1–29): Armand Sadler, Jean?Baptiste Lesourd and Ve?layoudom MarimoutouChapter 2 Procyclicality of Primary Commodity Prices: A Stylized Fact? (pages 30–51): A. Behrooz AfrasiabiChapter 3 Nonlinear Features of Comovements Between Commodity Prices and Inflation (pages 52–64): Catherine KyrtsouChapter 4 The Oil Price and the Dollar Reconsidered (pages 65–76): Sadek Melhem and Michel TerrazaChapter 5 Time?Varying Ratios of Primary and Scrap Metal Prices: Importance of Inventories (pages 77–102): Irene M. XiarchosChapter 6 Metal Prices and the Supply of Storage (pages 103–117): Paul Crompton and Irene M. XiarchosChapter 7 Testing for Temporal Asymmetry in the Metal Price?Stock Relationship (pages 118–135): Eugene KouassiChapter 8 Do Fluctuations in Wine Stocks Affect Wine Prices? (pages 136–166): James O. BukenyaChapter 9 Dynamic Quadratic Programming in Process Control (pages 167–175): Bruce A. BancroftChapter 10 Pollution Taxes and Price Control in the Us Coal Market: A Rent Minimization Model (pages 176–184): Chin W. Yang and Ming?Jeng HwangChapter 11 A Forecasting Simulation of Coal in Indonesia's Energy Future (pages 185–194): Ukar W. SoelistijoChapter 12 Structural Decomposition Analysis of Changes in Material Demand (pages 195–207): Adam Rose and Chia?Yon ChenChapter 13 Linking Trade and the Environment in China (pages 209–228): Haixiao HuangChapter 14 Critical Needs in China's Water Resources (pages 229–246): Andres LiebenthalChapter 15 Public Input in Rural Land Preservation: Modeling Preference (pages 247–266): Robert J. Johnston and Kelly Giraud CullenChapter 16 African Women in Mining Partnerships (pages 267–277): Brigitte Bocoum An industry leader reveals how to effectively analyze, model, and forecast today's commodity markets. Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education-all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment "Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing From the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education - all of whom were Labys's former students or collaborators."--Jacket