Risk management in commodity markets : from shipping to agriculturals and energy

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<title>Risk management in commodity markets</title>
<subTitle> : from shipping to agriculturals and energy</subTitle>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080132132">
<namePart>Geman, Hélyette</namePart>
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<publisher>John Wiley & Sons</publisher>
<dateIssued>2008</dateIssued>
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<abstract displayLabel="Summary">Structural models of commodity prices -- Forward curve modelling in commodity markets -- Integrating physical and financial risk management in supply management -- The design of new derivative markets -- Risk premia of electricity futures: a dynamic equilibrium model -- Measuring correlation risk for energy derivatives -- Precaution and a Dismal theorem: implications for Climate Policy and climate research -- Incentives for investing in renewables -- Hedging the risk of an energy futures portfolio -- Spark spread options when commodity prices are represented as time changed processes -- Freight derivatives and risk management: a review -- Mean-reversion and structural breaks in crude oil, cooper, and shipping -- Managing agricultural price risk in developing countries -- Gaining exposure to emerging markets in institutional portfolios: the role of commodities -- Case studies and risk management in commodity derivatives trading</abstract>
<note type="statement of responsibility">edited by Hélyette Geman</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579203">
<topic>Bienes de consumo</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582500">
<topic>Sector energético</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080557089">
<topic>Agricultura</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
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<identifier type="isbn">978-0-470-69425-1</identifier>
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