Chevallier, Julien

The economics of commodity markets / Julien Chevallier and Florian Ielpo. - Chichester, West Sussex : Wiley, c2013. - 333 p. : ill. ; 25 cm.

Includes bibliographical references and index.

Preface -- List of figures -- List of tables -- Acronyms -- Commodity markets dynamics -- Individual dynamics : from trends to risks -- Cross-commodities linkages -- Commodities and the business cycle -- The reaction of commodity markets to economic news -- Economic regimes and commodity markets as an asset class -- Commodities and fundamental value -- Cross-commodity linkages -- Cointegration with traditional asset markets -- Cointegration with industrial production and inflation -- Index.



9781119967910


Primary commodities
Commercial products
Financial futures

HF1040.7 / .C44 2013