Research Catalog

Title

Commodities : markets, performance, and strategies / edited by H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris.

Author

Baker, H. Kent (Harold Kent), 1944-

Publication

New York, NY : Oxford University Press, [2018]

Items in the Library & Off-site

Details

Additional Authors

• Filbeck, Greg
• Harris, Jeffrey H., 1964-

Description

xxxix, 634 pages : charts; 25 cm.

Series Statement

Financial markets and investments series

Uniform Title

Financial markets and investments series.

Subjects

• Commodity exchanges
• Investments

Bibliography (note)

• Includes bibliographical references and index.

Contents

About the editors -- About the contributors -- Abbreviations -- 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.

Call Number

JFE 19-735

ISBN

• 9780190656010
• 0190656018

LCCN

2017034125

OCLC

1003489385

Author

Baker, H. Kent (Harold Kent), 1944- author.

Title

Commodities : markets, performance, and strategies / edited by H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris.

Publisher

New York, NY : Oxford University Press, [2018]

Type of Content

text

Type of Medium

unmediated

Type of Carrier

volume

Series

Financial markets and investments series

Financial markets and investments series.

Bibliography

Includes bibliographical references and index.

Added Author

Filbeck, Greg, author.

Harris, Jeffrey H., 1964- author.

Research Call Number

JFE 19-735