On the Behaviour of Commodity Prices
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(50)- Monopoly behaviour with speculative storage
- Looking for evidence of speculative stockholding in commodity markets
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
- On the behavior of commodity prices when speculative storage is bounded
- Solving the income fluctuation problem with unbounded rewards
- An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
- An impulse-regime switching game model of vertical competition
- Asymptotic linearity of consumption functions and computational efficiency
- The income fluctuation problem and the evolution of wealth
- Commodity spot and futures prices under supply, demand, and financial trading: single input-output model
- Monopoly models with time-varying demand function
- Emissions trading with rolling horizons
- Hedging pressure and speculation in commodity markets
- Pricing and risk of swing contracts in natural gas markets
- Commodity storage with durable shocks: a simple Markovian model
- Worst-case robust Omega ratio
- Investment options and the business cycle
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market
- On the estimation of regime-switching Lévy models
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets
- Commodity price dynamics and derivative valuation: a review
- Commodity derivatives pricing with cointegration and stochastic covariances
- Control of buffer stocks modeled by functional differential equations
- Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models
- Price index insurances in the agriculture markets
- Dynamic modeling of mean-reverting spreads for statistical arbitrage
- When do borrowing constraints bind? Some new results on the income fluctuation problem
- A stochastic optimal stopping model for storable commodity prices
- Optimal asset allocation for commodity sovereign wealth funds
- A stochastic model for evaluating the peaks of commodities' returns
- Interest rate dynamics and commodity prices
- Limited-dependent rational expectations models with future expectations
- On the predictive power of food commodity futures prices in forecasting inflation
- Soaking up the sun: battery investment, renewable energy, and market equilibrium
- Dynamic trading strategies for storage
- The role of storage in commodity markets: indirect inference based on grain data
- Robust Estimation for Threshold Autoregressive Moving-Average Models
- Speculative trading in mean reverting markets
- Back in time. Fast. Accelerated time iterations
- Guest editorial. The economics and econometrics of risk: an introduction to the special issue
- The empirical relevance of the competitive storage model
- Price stabilization using buffer stocks
- International portfolio choice, liquidity constraints and the home equity bias puzzle
- Commodity markets, price limiters and speculative price dynamics
- Credit and risk in rural developing economies
- Perfect simulation of stationary equilibria
- Equilibrium storage with multiple commodities
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