Equilibrium storage with multiple commodities
From MaRDI portal
Publication:999736
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
Recommendations
- Temporary equilibrium with storable commodities
- Optimal commodity trading with a capacitated storage asset
- Theory of storage and the pricing of commodity claims
- On the Pricing of Storable Commodities
- Commodity storage with durable shocks: a simple Markovian model
- A multiple‐commodity inventory problem with storage constraint
- STORABLE GOOD MARKET WITH INTERTEMPORAL COST VARIATIONS
- On the behavior of commodity prices when speculative storage is bounded
- Optimal inventories and equilibrium price behavior
- AN EOQ MODEL WITH LIMITED STORAGE CAPACITY UNDER TRADE CREDITS
Dynamic programming (90C39) Special types of economic equilibria (91B52) Multisectoral models in economics (91B66)
Cites Work
- Simulated Moments Estimation of Markov Models of Asset Prices
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Title not available (Why is that?)
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- On the Differentiability of the Value Function in Dynamic Models of Economics
- On optimal growth under uncertainty
- On the Behaviour of Commodity Prices
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Dynamic programming with homogeneous functions
- Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
- Recursive utility and the Ramsey problem
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Computing Densities for Markov Chains via Simulation
- Stochastic Speculative Price
- Stochastic optimal growth with unbounded shock
- A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
- A Simple Competitive Model with Production and Storage
- Explaining the persistence of commodity prices
Cited In (6)
- Storage Costs in Commodity Option Pricing
- Forward trading and storage in a Cournot duopoly
- Temporary equilibrium with storable commodities
- Exploring the economic consequences of letting a supplier hold reserve storage
- Price relations on futures markets for storable commodities
- A polyhedral approximation approach to concave numerical dynamic programming
This page was built for publication: Equilibrium storage with multiple commodities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q999736)
