Contributor
Baker, H. Kent (Harold Kent), 1944- editor.
ImprintNew York, NY : Oxford University Press, [2018]
Descriptionxxxix, 634 pages : illustrations ; 25 cm.
Note:Commodities : an overview / H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris -- The economics of commodities and commodity markets / Florian Ielpo -- Commodity exchanges and regulation / Jerry W. Markham -- Behavioral aspects of commodity markets / John R. Nofsinger, Pattanporn Chatjuthamard, and Xu Dai -- Commodity derivatives / Neil C. Schofield -- Fundamentals and commodity prices / Michael S. Haigh -- Physical commodities / Erik Devos, Seow Eng Ong, and Andrew C. Spieler -- Agricultural / Nicole Moran and Kelsey Syvrud -- Energy / Michael A. Penick and Lynn Riggs -- Livestock / Xiaohu Deng, Andrew C. Spieler, and Desmond Tsang -- Metals / Greg Leonard and Chanel O'Neill -- Commodity trading advisors and managed futures / Koray D. Simsek and Halil Kiymaz -- Commodity exchange-traded funds / Christopher Milliken, Ehsan Nikbakht, and Andrew C. Spieler -- Commodity mutual funds / Gustavo Camilo, Janko Cizel, and Paul Zurek -- Pricing of futures contracts / Timothy A. Krause -- Return characteristics of commodities / Dianna Preece -- Issues in benchmarking commodity performance / Aaron Filbeck, CFA, CAIA -- Volatility transmission across commodity futures markets / Frankie Ho-Chi Chau and Rataporn Deesomsak -- Commodities in international and emerging markets / Kamal Smimou -- Commodity trading strategies, common mistakes, and catastrophic blowups / Hilary Till, Joseph Eagleeye, and Richard Heckinger -- Asset allocation strategies and commodities / Claudio Boido -- Food prices and food price volatility / Donald F. Larson -- High frequency trading of commodities / Raymond P. H. Fishe and Aaron D. Smith -- Energy risk management / Thomas Barkley, Mingwei (Max) Liang, and Andrew Spieler -- Financialization of commodity markets / Kyle J. Putnam and Ramesh Adhikari -- Virtual currencies as commodities / Lamia Chourou, Samir Saadi, and Azizah Aljohani -- Research issues in commodities and commodity derivatives / Scott Mixon -- Future of commodity markets and investments / Hunter M. Holzhauer -- Discussion questions and answers.
Bibliography Note:Includes bibliographical references and index.
Note:"Commodities: Markets, Performance, and Strategies provides a comprehensive view of commodity markets by describing and analyzing historical commodity performance, vehicles for investing in commodities, portfolio strategies, and current topics. It begins with the basics of commodity markets and various investment vehicles. The book then highlights the unique risk and return profiles of commodity investments, along with the dangers from mismanaged risk practices. The book also provides important insights into recent developments, including high frequency trading, financialization, and the emergence of virtual currencies as commodities. Readers of Commodities: Markets, Performance, and Strategies can gain an in-depth understanding about the multiple dimensions of commodity investing from experts from around the world. Commodity markets can be accessed with products that create unique risk and return dynamics for investors worldwide. The authors provide insights in a range of areas, from the economics of supply and demand for individual physical commodities through the financial products used to gain exposure to commodities. The book balances useful practical advice on commodity exposure while exposing the reader to various pitfalls inherent in these markets. Readers interested in a basic understanding will benefit as will those looking for more in-depth presentations of specific areas within commodity markets. Overall, Commodities: Markets, Performance, and Strategies provides a fresh look at the myriad dimensions of investing in these globally important markets." --Publisher's website.
