Commodities

Contents Acknowledgments About the Editors About the Contributors List of Figures List of Tables Abbreviations Part One BACKGROUND 1. Commodities: An Overview H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris 2. The Economics of Commodities and Commodity Markets Florian Ielpo 3. Commodity Exchanges and Regulation Jerry W. Markham 4. Behavioral Aspects of Commodity Markets John R. Nofsinger, Pattanaporn Chatjuthamard, and Xu Dai 5. Commodity Derivatives Neil C. Schofield 6. Fundamentals and Commodity Prices Michael S. Haigh Part Two PHYSICAL COMMODITIES 7. Physical Commodities Xiaohu Deng, Seow Eng-Ong, and Andrew C. Spieler 8. Agricultural Nicole Moran and Kelsey Syvrud 9. Energy Michael A. Penick and Lynn Riggs 10. Livestock Xiaohu Deng, Andrew C. Spieler, and Desmond Tsang 11. Metals Greg Leonard and Chanel O'Neill Part Three METHODS TO INVEST IN COMMODITIES 12 Commodity Trading Advisors and Managed Futures Koray Simsek and Halil Kiymaz 13. Commodity Exchange-Traded Funds Christopher Milliken, Ehsan Nikbakht, and Andrew C. Spieler 14. Commodity Mutual Funds Gustavo Camilo, Janko Cizel, and Paul Zurek Part Four PERFORMANCE OF COMMODITIES 15. Pricing of Futures Contracts Timothy A. Krause 16. Commodity Return Characteristics Dianna Preece 17. Issues in Commodity Benchmarking Performance Aaron Filbeck 18. Volatility Transmission across Commodity Futures Markets Frankie Ho-Chi Chau and Rataporn Deesomsak Part Five STRATEGIES AND PORTFOLIO MANAGEMENT 19. Commodities in International and Emerging Markets Kamal Smimou 20. Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups Hilary Till, Joseph Eagleeye, and Richard Heckinger 21. Asset Allocation Strategies and Commodities Claudio Boido 22. Food Prices and Food Price Volatility: Strategies for Extending the Reach of Risk Markets Donald F. Larson Part Six ISSUES INVOLVING COMMODITIES 23. High Frequency Trading of Commodities Raymond P. H. Fishe and Aaron D. Smith 24. Energy Risk Management Thomas Barkley, Mingwei (Max) Liang, and Andrew C. Spieler 25. Financialization of Commodity Markets Kyle J. Putnam and Ramesh Adhikari 26. Virtual Currencies as Commodities Lamia Chourou, Samir Saadi, and Azizah Aljohani 27. Research Issues in Commodities and Commodity Markets Scott Mixon 28. Future of Commodity Markets and Investments Hunter M. Holzhauer Discussion Questions and Answers Index