Explaining the persistence of commodity prices

DOI10.1023/A:1008713823410MaRDI QIDQ5929108zbMATH OpenOpenAlexFDO

Authors Serena Ng, Francisco J. Ruge-Murcia

Publication date 5 December 2001

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008713823410

zbMATH Keywords

commodity pricespersistencespeculative storage

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

(10)

• Looking for evidence of speculative stockholding in commodity markets
• On the behavior of commodity prices when speculative storage is bounded
• On agricultural commodities' extreme price risk
• Commodity storage with durable shocks: a simple Markovian model
• Commodity Price Stabilization in Imperfect or Cartelized Markets
• Market News in Commodity Price Theory: Application to the Ethiopian Grain Market
• A simple microstructural explanation of the concavity of price impact
• Theory of storage and the pricing of commodity claims
• The empirical relevance of the competitive storage model
• Equilibrium storage with multiple commodities

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