Looking for evidence of speculative stockholding in commodity markets

DOI10.1016/0165-1889(94)00846-8zbMath0875.90054OpenAlexW2032063525MaRDI QIDQ1350648

Serena Ng

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1866/2119

zbMATH Keywords

Commodity priceThreshold modelsSpeculative storage

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (1)

Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators

Cites Work

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• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Testing and Modeling Threshold Autoregressive Processes
• Threshold heteroskedastic models

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