Centro de Documentacion de Fundación MAPFRE - Risk management in commodity markets : from shipping to agriculturals and energy

Publication: Chichester : John Wiley & Sons, 2008Physical description: XXII, 298 p. ; 25 cm.Notes: Sumario: 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 tradingMateria / lugar / evento: Bienes de consumo Sector energético Agricultura Gerencia de riesgos Otros autores: Geman, Hélyette
Other categories: 7Standard numbers: ISBN 978-0-470-69425-1

Rights: In Copyright (InC)

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7 RIS RIS — Record number: 046436

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