Franklin

Commodities : markets, performance, and strategies / edited by H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris.

Author/Creator:
Baker, H. Kent (Harold Kent), 1944- author.
Publication:
New York, NY : Oxford University Press, [2018]
Format/Description:
Book
xxxix, 634 pages : charts ; 25 cm.
Series:
Financial markets and investments series.
Financial markets and investments series
Status/Location:
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Details

Subjects:
Commodity exchanges.
Investments.
Contents:
About the editors
About the contributors
Abbreviations
Commodities : an overview / H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris
The economics of commodities and commodity markets / Florian Ielpo
Commodity exchanges and regulation / Jerry W. Markham
Behavioral aspects of commodity markets / John R. Nofsinger, Pattanporn Chatjuthamard, and Xu Dai
Commodity derivatives / Neil C. Schofield
Fundamentals and commodity prices / Michael S. Haigh
Physical commodities / Erik Devos, Seow Eng Ong, and Andrew C. Spieler
Agricultural / Nicole Moran and Kelsey Syvrud
Energy / Michael A. Penick and Lynn Riggs
Livestock / Xiaohu Deng, Andrew C. Spieler, and Desmond Tsang
Metals / Greg Leonard and Chanel O'Neill
Commodity trading advisors and managed futures / Koray D. Simsek and Halil Kiymaz
Commodity exchange-traded funds / Christopher Milliken, Ehsan Nikbakht, and Andrew C. Spieler
Commodity mutual funds / Gustavo Camilo, Janko Cizel, and Paul Zurek
Pricing of futures contracts / Timothy A. Krause
Return characteristics of commodities / Dianna Preece
Issues in benchmarking commodity performance / Aaron Filbeck, CFA, CAIA
Volatility transmission across commodity futures markets / Frankie Ho-Chi Chau and Rataporn Deesomsak
Commodities in international and emerging markets / Kamal Smimou
Commodity trading strategies, common mistakes, and catastrophic blowups / Hilary Till, Joseph Eagleeye, and Richard Heckinger
Asset allocation strategies and commodities / Claudio Boido
Food prices and food price volatility / Donald F. Larson
High frequency trading of commodities / Raymond P. H. Fishe and Aaron D. Smith
Energy risk management / Thomas Barkley, Mingwei (Max) Liang, and Andrew Spieler
Financialization of commodity markets / Kyle J. Putnam and Ramesh Adhikari
Virtual currencies as commodities / Lamia Chourou, Samir Saadi, and Azizah Aljohani
Research issues in commodities and commodity derivatives / Scott Mixon
Future of commodity markets and investments / Hunter M. Holzhauer
Discussion questions and answers.
Notes:
Includes bibliographical references and index.
Contributor:
Filbeck, Greg, author.
Harris, Jeffrey H., 1964- author.
ISBN:
9780190656010
0190656018
9780190656034
OCLC:
1003489385