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