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

MAP20090034679

Risk management in commodity markets : from shipping to agriculturals and energy / edited by Hélyette Geman. — Chichester : John Wiley & Sons, 2008

XXII, 298 p. ; 25 cm.

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 trading

ISBN 978-0-470-69425-1

1. Bienes de consumo . 2. Sector energético . 3. Agricultura . 4. Gerencia de riesgos . I. Geman, Hélyette . II. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signatura: 7 RIS RIS — Nº de registro: 046436

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