Titlebook: Commodities, Energy and Environmental Finance; René A?d,Michael Ludkovski,Ronnie Sircar Book 2015 Springer Science+Business Media New York

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慢跑

大溝

A Hedged Monte Carlo Approach to Real Option Pricingthe determination of the corresponding hedging. The approach is particularly well-suited to the evaluation of commodity related projects whereby the availability of pricing formulae is very rare, the scenario simulations are usually available only in the historical measure, and the cash flows can be highly nonlinear functions of the prices.

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召集

Gudgeon

Francesca Crozier-Roche,Joy Fillinghamtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.

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Barrister

Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demandtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.

liposuction

Social Policy in a Development Contextdation duality and the notion of rolling yield as it pertains to trading through commodity indexes; (b) to use principal component analysis and the computation of equity and commodity “betas” to provide empirical evidence of the dramatic changes which occurred in the mid-2000s; (c) finally, to revie

amnesia

https://doi.org/10.1057/9780230523975ide investors access to a great variety of commodities, ranging from precious metals to building materials, and from oil and gas to agricultural products. In this article, we analyze the tracking performance of commodity leveraged ETFs and discuss the associated trading strategies. It is known that