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Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities

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  • Berna Karali
  • Gabriel J. Power
  • Ariun Ishdorj

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  • Berna Karali & Gabriel J. Power & Ariun Ishdorj, 2011. "Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(2), pages 434-440.
    • Handle: RePEc:oup:ajagec:v:93:y:2011:i:2:p:434-440
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    File URL: http://hdl.handle.net/10.1093/ajae/aaq159
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    Cited by:

    1. Diewald, Laszlo & Prokopczuk, Marcel & Wese Simen, Chardin, 2015. "Time-variations in commodity price jumps," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 72-84.
    2. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    3. Brorsen, B. Wade, 2013. "Using Bayesian Estimation and Decision Theory to Determine the Optimal Level of Nitrogen in Cotton," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142951, Southern Agricultural Economics Association.
    4. Gao, Lei & Mei, Bin, 2013. "Investor attention and abnormal performance of timberland investments in the United States," Forest Policy and Economics, Elsevier, vol. 28(C), pages 60-65.

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