Interest rate dynamics and commodity prices

DOI10.1016/J.JET.2024.105915MaRDI QIDQ6664574FDOQ6664574

Qingyin Ma, John Stachurski, Christophe Gouel

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Impulse response analysis in nonlinear multivariate models
• Correlation inequalities on some partially ordered sets
• Discounted Dynamic Programming
• The method of endogenous gridpoints for solving dynamic stochastic optimization problems
• On the Behaviour of Commodity Prices
• Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
• Fatou's Lemma for Weakly Converging Probabilities
• Perov's contraction principle and dynamic programming with stochastic discounting
• Stochastic Speculative Price
• The empirical relevance of the competitive storage model
• Dynamic programming with state-dependent discounting
• The income fluctuation problem and the evolution of wealth
• A Simple Competitive Model with Production and Storage
• Asset bubbles and inflation as competing monetary phenomena
• Bubble economics

This page was built for publication: Interest rate dynamics and commodity prices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664574)