Interest rate dynamics and commodity prices

DOI10.1016/J.JET.2024.105915MaRDI QIDQ6664574zbMATH OpenFDO

Authors Christophe Gouel, Qingyin Ma, John Stachurski

Publication date 16 January 2025

Published in Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

commodity pricestime-varying interest ratecompetitive storage

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

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Cites work

• scientific article; zbMATH DE number 5562045 (Why is no real title available?)
• A Simple Competitive Model with Production and Storage
• Asset bubbles and inflation as competing monetary phenomena
• Asset prices and monetary policy.
• Bubble economics
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• Dynamic programming with state-dependent discounting
• Fatou's lemma for weakly converging probabilities
• Identifying long-run risks: a Bayesian mixed-frequency approach
• Impulse response analysis in nonlinear multivariate models
• On the Behaviour of Commodity Prices
• Perov's contraction principle and dynamic programming with stochastic discounting
• Stochastic Speculative Price
• The empirical relevance of the competitive storage model
• The income fluctuation problem and the evolution of wealth
• The method of endogenous gridpoints for solving dynamic stochastic optimization problems

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