The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems
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DOI: 10.1007/s00199-005-0065-3
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- Suresh P. Sethi & Feng Cheng, 1997. "Optimality of ( s , S ) Policies in Inventory Models with Markovian Demand," Operations Research, INFORMS, vol. 45(6), pages 931-939, December.
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- Steinmetz, Alexander, 2010. "Price and inventory dynamics in an oligopoly industry: A framework for commodity markets," W.E.P. - Würzburg Economic Papers 82, University of Würzburg, Department of Economics.
- Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz, 2024.
"Financial returns to household inventory management,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series 20-114, Swiss Finance Institute.
- Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series 20-70, Swiss Finance Institute.
- Küng, Lorenz & Baker, Scott & Johnson, Stephanie, 2020. "Financial Returns to Household Inventory Management," CEPR Discussion Papers 15191, C.E.P.R. Discussion Papers.
- Scott R. Baker & Stephanie G. Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," NBER Working Papers 27740, National Bureau of Economic Research, Inc.
- Gautier, Erwan & Le Bihan, Hervé, 2011.
"Time-varying (S, s) band models: Properties and interpretation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 394-412, March.
- Erwan Gautier & Hervé Le Bihan, 2010. "Time-varying (S,s) band models: properties and interpretation," Working Papers hal-00526295, HAL.
- Erwan Gautier & Hervé Le Bihan, 2010. "Time-varying (; ) band models: Properties and interpretation," Post-Print hal-00767498, HAL.
- Gautier, E. & Le Bihan, H., 2009.
"Time-varying (S, s) band models: empirical properties and interpretation,"
Working papers
231, Banque de France.
- Erwan Gautier & Hervé Le Bihan, 2010. "Time-varying (S,s) band models: properties and interpretation," Working Papers hal-00526295, HAL.
- Roys, Nicolas, 2014.
"Optimal investment policy with fixed adjustment costs and complete irreversibility,"
Economics Letters, Elsevier, vol. 124(3), pages 416-419.
- Nicolas Roys, 2007. "Optimal investment policy with fixed adjustment costs and complete irreversibility," CeMMAP working papers CWP29/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- John Rust & George Hall, 2003.
"Middlemen versus Market Makers: A Theory of Competitive Exchange,"
Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 353-403, April.
- John Rust & George Hall, 2001. "Middle Men Versus Market Makers: A Theory of Competitive Exchange," Cowles Foundation Discussion Papers 1299, Cowles Foundation for Research in Economics, Yale University.
- John Rust & George Hall, 2002. "Middlemen versus Market Makers: A Theory of Competitive Exchange," NBER Working Papers 8883, National Bureau of Economic Research, Inc.
- Scarf, Herbert E., 2005.
"Optimal inventory policies when sales are discretionary,"
International Journal of Production Economics, Elsevier, vol. 93(1), pages 111-119, January.
- Herbert E. Scarf, 2000. "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers 1270, Cowles Foundation for Research in Economics, Yale University.
- Radchenko, Stanislav & Shapiro, Dmitry, 2011. "Anticipated and unanticipated effects of crude oil prices and gasoline inventory changes on gasoline prices," Energy Economics, Elsevier, vol. 33(5), pages 758-769, September.
- Alexander Steinmetz, 2010. "Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets," Working Papers 092, Bavarian Graduate Program in Economics (BGPE).
- Hall, George & Rust, John, 2021. "Estimation of endogenously sampled time series: The case of commodity price speculation in the steel market," Journal of Econometrics, Elsevier, vol. 222(1), pages 219-243.
- Toker Doganoglu & Daniel Klapper, 2006. "Goodwill and dynamic advertising strategies," Quantitative Marketing and Economics (QME), Springer, vol. 4(1), pages 5-29, March.
- Zhu, Yongguang & Xu, Deyi & Cheng, Jinhua & Ali, Saleem Hassan, 2018. "Estimating the impact of China's export policy on tin prices: a mode decomposition counterfactual analysis method," Resources Policy, Elsevier, vol. 59(C), pages 250-264.
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More about this item
Keywords
Commodity price speculation; Inventory investment; K-concavity; (S; s) policy; C13–15;All these keywords.
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