Commodity storage with durable shocks: a simple Markovian model

DOI10.1007/S11579-013-0108-7zbMATH Open1304.90008OpenAlexW2081215654MaRDI QIDQ2452155FDOQ2452155

Anna Cretì, Bertrand Villeneuve

Publication date: 30 May 2014

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/5384

zbMATH Keywords

commoditiessupply riskprice stabilizationpiecewise deterministic Markov modelstrategic stocks

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Title not available (Why is that?)
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• On the Behaviour of Commodity Prices
• The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act Amendments
• The Distribution of Welfare Gains from Price Stabilization: The Case of Multiplicative Disturbances
• Economics of Depletable Resources: Market Forces and Intertemporal Bias

Cited In (6)

• Temporary equilibrium with storable commodities
• Title not available (Why is that?)
• Modeling and estimating commodity prices: copper prices
• On the Pricing of Storable Commodities
• Market News in Commodity Price Theory: Application to the Ethiopian Grain Market
• Equilibrium storage with multiple commodities

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