Risk management in commodity markets : from shipping to agriculturals and energy
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<subfield code="a">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</subfield>
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