Looking for evidence of speculative stockholding in commodity markets
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- Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Universite de Montreal, Departement de sciences economiques.
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Citations
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Cited by:
- Christophe Gouel, 2012.
"Agricultural Price Instability: A Survey Of Competing Explanations And Remedies,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 129-156, February.
- Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
- Cesar Revoredo, 2000. "On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors," Computing in Economics and Finance 2000 42, Society for Computational Economics.
- Kornher, Lukas & Kalkuhl, Matthias, 2013.
"Food Price Volatility in Developing Countries and its Determinants,"
Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 52(4), pages 1-32, November.
- Kornher, Lukas & Kalkuhl, Matthias, 2013. "Food price volatility in developing countries and its determinants," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156132, German Association of Agricultural Economists (GEWISOLA).
- Yu‐Shan Wang & Chung‐Gee Lin & Shih‐Chieh Shih, 2011. "The dynamic relationship between agricultural futures and agriculture index in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(3), pages 369-382, September.
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"An Econometric Analysis of Price Dynamics in the Presence of a Price Floor: The Case of American Cheese,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(1), pages 21-35, April.
- Chavas, Jean-Paul & Kim, Kwansoo, 2005. "An Econometric Analysis of Price Dynamics in the Presence of a Price Floor: The Case of American Cheese," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(01), pages 1-15, April.
- Michaelides, Alexander & Ng, Serena, 2000.
"Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators,"
Journal of Econometrics, Elsevier, vol. 96(2), pages 231-266, June.
- Alexander Michaelides & Serena Ng, 1997. "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics 373, Boston College Department of Economics.
- Michaelides, Alexander & Ng, Serena, 2000. "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics 198, London School of Economics and Political Science, LSE Library.
- Yves Sprumont, 1998.
"On the Game-Theoretic Structure of Public-Good Economies,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 26(4), pages 455-472.
- Sprumont, Y., 1995. "On the Game-Theoretic Structure of Public-Good Economies," Cahiers de recherche 9519, Universite de Montreal, Departement de sciences economiques.
- Sprumont, Y., 1995. "On the Game-Theoretic Structure of Public-Good Economies," Cahiers de recherche 9519, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Nicolas Legrand, 2019.
"The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
- Nicolas Legrand, 2019. "The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives," Post-Print hal-01924388, HAL.
- Alquist, Ron & Bhattarai, Saroj & Coibion, Olivier, 2020.
"Commodity-price comovement and global economic activity,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 41-56.
- Ron Alquist & Saroj Bhattarai & Olivier Coibion, 2014. "Commodity-Price Comovement and Global Economic Activity," NBER Working Papers 20003, National Bureau of Economic Research, Inc.
- Ron Alquist & Olivier Coibion, 2014. "Commodity Price Co-Movement and Global Economic Activity," Staff Working Papers 14-32, Bank of Canada.
- Evans, Lewis & Guthrie, Graeme, 2007. "Commodity Price Behavior With Storage Frictions," Working Paper Series 19065, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Pesaran, M.H. & Ruge-Murcia, F.J., 1995.
"A Discrete-Time Version of Target Zone Models with Jumps,"
Cahiers de recherche
9530, Universite de Montreal, Departement de sciences economiques.
- Pesaran, H.M. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cambridge Working Papers in Economics 9513, Faculty of Economics, University of Cambridge.
- Pesaran, M.H. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cahiers de recherche 9530, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Myers, Robert J., 2013. "Evaluating the effectiveness of inter-regional trade and storage in Malawi’s private sector maize markets," Food Policy, Elsevier, vol. 41(C), pages 75-84.
- Kleppe, Tore Selland & Oglend, Atle, 2017. "Estimating the competitive storage model: A simulated likelihood approach," Econometrics and Statistics, Elsevier, vol. 4(C), pages 39-56.
- Hikaru Hanawa Peterson & William G. Tomek, 2005.
"How much of commodity price behavior can a rational expectations storage model explain?,"
Agricultural Economics, International Association of Agricultural Economists, vol. 33(3), pages 289-303, November.
- Peterson, Hikaru Hanawa & Tomek, William G., 2003. "How Much Of Commodity Price Behavior Can A Rational Expectations Storage Model Explain?," Staff Papers 30712, Kansas State University, Department of Agricultural Economics.
- Kausik Chaudhuri, 2001. "Long-run prices of primary commodities and oil prices," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 531-538.
- Evans, Lewis & Guthrie, Graeme, 2007. "Commodity Price Behavior With Storage Frictions," Working Paper Series 3966, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Hüseyin Taştan & Yılmaz Köprücü, 2023. "Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets," Agricultural Economics, International Association of Agricultural Economists, vol. 54(5), pages 709-727, September.
- Touhami, A. & Martens, A., 1996. "Macroemesures in Computable General Equilibrium Models: a Probabilistic Treatment with an Application to Morocco," Cahiers de recherche 9621, Universite de Montreal, Departement de sciences economiques.
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000.
"Risk Management In Agricultural Markets: A Survey,"
2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL
19580, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
- repec:vuw:vuwscr:19065 is not listed on IDEAS
- Muhammad Imran Chaudhry & Mario J. Miranda, 2024. "Endogenous price fluctuations: Evidence from the chicken supply chain in Pakistan," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 637-658, March.
- Li, Xiaoliang & Li, Bo & Liu, Li, 2023. "Stability and dynamic behaviors of a limited monopoly with a gradient adjustment mechanism," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
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