The empirical relevance of the competitive storage model
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Publication:737877
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Cites work
- scientific article; zbMATH DE number 1873658 (Why is no real title available?)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
- On the Behaviour of Commodity Prices
- Pseudo Maximum Likelihood Methods: Theory
- Stochastic Speculative Price
Cited in
(8)- Climate change and the US wheat commodity market
- Commodity storage with durable shocks: a simple Markovian model
- On the behavior of commodity prices when speculative storage is bounded
- A stochastic optimal stopping model for storable commodity prices
- Market News in Commodity Price Theory: Application to the Ethiopian Grain Market
- Price index insurances in the agriculture markets
- Theory of storage and the pricing of commodity claims
- Interest rate dynamics and commodity prices
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