Book description
Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.
Table of contents
- Cover Page
- Title Page
- Copyright
- Contents
- Foreword
- Preface
- About the Editors
- Contributing Authors
-
PART One: Mechanics of the Commodity Market
- CHAPTER 1: A Primer on Commodity Investing
- CHAPTER 2: The Pricing and Economics of Commodity Futures
- CHAPTER 3: Commodity Futures Investments: A Review of Strategic Motivations and Tactical Opportunities
- CHAPTER 4: Macroeconomic Determinants of Commodity Futures Returns
- CHAPTER 5: The Relationship Between Risk Premium and Convenience Yield Models
- CHAPTER 6: The Optimal Rotation Period of Renewable Resources: Theoretical Evidence from the Timber Sector
-
PART Two: Performance Measurement
- CHAPTER 7: Review of Commodity Futures Performance Benchmarks
- CHAPTER 8: Performance Characteristics of Commodity Futures
- CHAPTER 9: Statistical Analysis of Commodity Futures Returns
- CHAPTER 10: The Diversification Benefits of Commodity Futures Indexes: A Mean-Variance Spanning Test
- CHAPTER 11: CTA/Managed Futures Strategy Benchmarks
- PART Three: Risk Management
-
PART Four: Asset Allocation
- CHAPTER 16: Commodity Trading Strategies: Examples of Trading Rules and Signals from the CTA Sector
- CHAPTER 17: How to Design a Commodity Futures Trading Program
- CHAPTER 18: Sources of Alpha in Commodity Investing
- CHAPTER 19: Efficient Frontier of Commodity Portfolios
- CHAPTER 20: Active Management of Commodity Investments: The Role of CTAs and Hedge Funds
- CHAPTER 21: Introducing Alternative Investments in a Traditional Portfolio: The Case of Commodities, Hedge Funds, and Managed Futures
- CHAPTER 22: Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
-
PART Five: Commodity Products
- CHAPTER 23: Types of Commodity Investments
- CHAPTER 24: Commodity Options
- CHAPTER 25: The Pricing of Electricity Forwards
- CHAPTER 26: Securitization of Commodity Price Risk
- CHAPTER 27: Commodity Trading Advisors: A Review of Historical Performance
- CHAPTER 28: Catching Future Stars Among Micro-CTAs
- CHAPTER 29: A Primer on Energy Hedge Funds
-
PART Six: Special Classes
- CHAPTER 30: An Overview of Commodity Sectors
- CHAPTER 31: A Practical Guide to Gold as an Investment Asset
- CHAPTER 32: The Effect of Gold in a Traditional Portfolio
- CHAPTER 33: Fundamental Analysis of the World Silver Market
- CHAPTER 34: Investing in Base Metals
- CHAPTER 35: Electricity Trading in the European Union
- CHAPTER 36: The Natural Gas Market in the United Kingdom
- CHAPTER 37: Emissions Trading in the European Union
- CHAPTER 38: The Fundamentals of Agricultural and Livestock Commodities
- CHAPTER 39: Fundamental Analysis of the World Sugar Market
- PART Seven: Technical Analysis
- Index
Product information
- Title: The Handbook of Commodity Investing
- Author(s):
- Release date: July 2008
- Publisher(s): Wiley
- ISBN: 9780470117644
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