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MHill
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Joined: February 26th, 2010, 11:32 pm

Commodities for Dummies

June 28th, 2013, 8:51 am

I'm looking for an easy-to-read (prefereably internet based & free / cheap) introduction to risk managing commodities. I'm after a guide to how things like seasonality impact volatility & correlation calculations. Any good suggestions?Thanks
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Commodities for Dummies

June 28th, 2013, 8:35 pm

This may be worth to have a look at Commodity Options by C.Garner and P.Brittain???In their book, the authors argue that the behaviour of commodities prices and volatility is specific, and so is hedging, risk-management, and option management/strategies of this asset class.
Last edited by tags on June 28th, 2013, 10:00 pm, edited 1 time in total.
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Commodities for Dummies

June 28th, 2013, 8:37 pm

In passing, there is a book "Commodities For Dummies" by A.Bouchentouf
Last edited by tags on June 27th, 2013, 10:00 pm, edited 1 time in total.
 
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jige
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Joined: December 4th, 2011, 4:08 pm

Commodities for Dummies

June 29th, 2013, 6:31 am

Commodities and Commodity Derivatives by Helyette Geman
 
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MHill
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Posts: 21
Joined: February 26th, 2010, 11:32 pm

Commodities for Dummies

July 1st, 2013, 10:55 am

Thanks for the references. Looks like Helyette Geman is what I'm after.Cheers,