Commodity modeling and pricing: methods for analyzing resource market behavior

INDICE: Preface. Acknowledgments. PART ONE: Dynamics of Commodity Price Behavior. CHAPTER 1: Indirect Inference and Long Memory: A New Truncated-Series Estimation MethodArmand Sadler, Jean-Baptiste Lesourd, and Velayoudom Marimoutou. CHAPTER 2: Procyclicality of Primary Commodity Prices: A Stylized Fact?A. Behrooz Afrasiabi. CHAPTER 3: Nonlinear Features of Comovements between Commodity Prices and InflationCatherine Kyrtsou. CHAPTER 4: The Oil Price and the Dollar ReconsideredSadek Melhem and Michel Terraza. PART TWO: Inventory Dynamics and Price Behavior. CHAPTER 5: Time-Varying Ratios of Primary and Scrap Metal Prices: Importance of InventoriesIrene M. Xiarchos. CHAPTER 6: Metal Prices and the Supply of StoragePaul Crompton and Irene M. Xiarchos. CHAPTER 7: Testingfor Temporal Asymmetry in the Metal Price-Stock RelationshipEugene Kouassi. CHAPTER 8: Do Fluctuations in Wine Stocks Affect Wine Prices?James O. Bukenya. PART THREE: Dynamics of Resource Markets. CHAPTER 9: Dynamic Quadratic Programming in Process ControlBruce A. Bancroft. CHAPTER 10: Pollution Taxes and Price Control in the US Coal Market: A Rent Minimization ModelChin W. Yang and Ming-Jeng Hwang. CHAPTER 11: A Forecasting Simulation of Coal in Indonesias Energy FutureUkar W. Soelistijo. CHAPTER 12: Structural Decomposition Analysis of Changes in Material Demand in the U.S. EconomyAdam Rose and Chia-Yon Chen. PARTFOUR: Environmental Resource Dynamics. CHAPTER 13: Linking Trade and the Environment in ChinaHaixiao Huang. CHAPTER 14: Critical Needs in Chinas Water ResourcesAndres Liebenthal. CHAPTER 15: Public Input in Rural Land Preservation: Modeling Preference Asymmetries in Stated Preference DataRobert J. Johnston andKelly Giraud Cullen. CHAPTER 16: African Women in Mining PartnershipsBrigitteBocoum. EPILOGUE: Conclusions and PerspectiveWalter C. Labys. List of Contributors. Index.

• ISBN: 978-0-470-31723-5
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 312
• Fecha Publicación: 15/10/2008
• Nº Volúmenes: 1
• Idioma: Inglés