Equilibrium storage with multiple commodities

DOI10.1016/J.JMATECO.2008.07.004zbMATH Open1153.91685OpenAlexW2076682891MaRDI QIDQ999736FDOQ999736

Authors Kazuo Nishimura, John Stachurski 

Publication date 10 February 2009

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1885/28528

zbMATH Keywords

dynamic programmingstabilitycommodities

Mathematics Subject Classification ID

Dynamic programming (90C39) Special types of economic equilibria (91B52) Multisectoral models in economics (91B66)

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Cites work

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• Markov chains and stochastic stability
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• On the Behaviour of Commodity Prices
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Optimal growth models with bounded or unbounded returns: A unifying approach
• Recursive utility and the Ramsey problem
• Simulated Moments Estimation of Markov Models of Asset Prices
• Stochastic Speculative Price
• Stochastic optimal growth with unbounded shock

Cited in

(8)

• Commodity storage with durable shocks: a simple Markovian model
• Price relations on futures markets for storable commodities
• A stochastic optimal stopping model for storable commodity prices
• A polyhedral approximation approach to concave numerical dynamic programming
• Temporary equilibrium with storable commodities
• Exploring the economic consequences of letting a supplier hold reserve storage
• Forward trading and storage in a Cournot duopoly
• Storage Costs in Commodity Option Pricing

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