Pages that link to "Item:Q3356076"
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The following pages link to On the Behaviour of Commodity Prices (Q3356076):
Displayed 42 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Limited-dependent rational expectations models with future expectations (Q672671) (← links)
- Speculative trading in mean reverting markets (Q704070) (← links)
- Guest editorial. The economics and econometrics of risk: an introduction to the special issue (Q737863) (← links)
- The empirical relevance of the competitive storage model (Q737877) (← links)
- Price stabilization using buffer stocks (Q844642) (← links)
- International portfolio choice, liquidity constraints and the home equity bias puzzle (Q951481) (← links)
- Commodity markets, price limiters and speculative price dynamics (Q956452) (← links)
- Credit and risk in rural developing economies (Q956517) (← links)
- Perfect simulation of stationary equilibria (Q964569) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- Monopoly behaviour with speculative storage (Q1042367) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363) (← links)
- On the behavior of commodity prices when speculative storage is bounded (Q1655551) (← links)
- Solving the income fluctuation problem with unbounded rewards (Q1994615) (← links)
- An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity (Q2028776) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- An impulse-regime switching game model of vertical competition (Q2068903) (← links)
- Asymptotic linearity of consumption functions and computational efficiency (Q2075634) (← links)
- The income fluctuation problem and the evolution of wealth (Q2173086) (← links)
- Commodity spot and futures prices under supply, demand, and financial trading: single input-output model (Q2180273) (← links)
- Monopoly models with time-varying demand function (Q2205796) (← links)
- Emissions trading with rolling horizons (Q2246656) (← links)
- Hedging pressure and speculation in commodity markets (Q2323291) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Commodity storage with durable shocks: a simple Markovian model (Q2452155) (← links)
- Worst-case robust Omega ratio (Q2514722) (← links)
- Investment options and the business cycle (Q2653915) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield (Q2701101) (← links)
- Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- Control of buffer stocks modeled by functional differential equations (Q4374945) (← links)
- Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets (Q4588483) (← links)
- Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
- When do borrowing constraints bind? Some new results on the income fluctuation problem (Q5958703) (← links)
- A stochastic optimal stopping model for storable commodity prices (Q6067027) (← links)
- Optimal asset allocation for commodity sovereign wealth funds (Q6158414) (← links)