The comprehensive guide to working more effectively within the multi-commodity market. The Handbook of Multi-Commodity Markets and Productsis the definitive desktop reference for traders, structurers, and risk managers who wish to broaden their knowledge base. This non-technical yet...

This paper is an introduction to the measurement of market risk in financial markets, with examples drawn mainly from commodity markets. In particular, we present the concept of VaR, its limits, the problems related to its estimation and backtesting. This is done at single asset and at portfolio...