Comment :

ISBN 13 : 978-0-470-69425-1

Contents : Contributors : Craig Pirrong, Svetlana Borovkova, Paul R. Kleindorfer, Giovanni Barone-Adesi, Wolfgang Bühler, Jens Müller-Merbach, Roza Galeeva, Jiri Hoogland, Alexander Eydeland, Gary W. Yohe, Richard S. J. Tol, Falbo Paolo, Felletti Daniele, Stefani Silvana, Carol Alexander, Elisa Luciano, Manolis G. Kavussanos, Ilias D. Visvikis, S. Ohana, Julie Dana, Christopher L. Gilbert, George A. Martin, Richard Spurgin, Hilary Till

1. Structural Models of Commodity Prices
2. Forward Curve Modelling in Commodity Markets
3. Integrating Physical and Financial Risk Management in Supply Management
4. The Design of New Derivative Markets
5 Risk Premia of Electricity Futures : A Dynamic Equilibrium Model
6. Measuring Correlation Risk for Energy Derivatives
7. Precaution and a Dismal Theorem : Implications for Climate Policy and Climate Research
8. Incentives for Investing in Renewables
9. Hedging the Risk of an Energy Futures Portfolio
10. Spark Spread Options when Commodity Prices are Represented as Time Changed Processes
11. Freight Derivatives and Risk Management : A Review
12. Mean-Reversion and Structural Breaks in Crude Oil, Copper, and Shipping
13. Managing Agricultural Price Risk in Developing Countries
14. Gaining Exposure to Emerging Markets in Institutional Portfolios : The Role of Commodities
15. Case Studies and Risk Management in Commodity Derivatives Trading

Language : English

Series : FINANCE

Place of publishing : TORONTO

Figure(s) : Tableau(x) ; Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque