Eugenio Sebastian Antonio Bobenrieth
Personal Details
First Name: | Eugenio |
Middle Name: | Sebastian Antonio |
Last Name: | Bobenrieth |
Suffix: | |
RePEc Short-ID: | pbo449 |
[This author has chosen not to make the email address public] | |
Eugenio Bobenrieth Departamento de Economía Agraria Facultad de Agronomía e Ingeniería Forestal Pontificia Universidad Católica de Chile Avda. Vicuña Mackenna 4860 Macul, Santiago, Chile. | |
56-02-3544193 | |
Terminal Degree: | 1996 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
Departamento de Economia Agraria
Pontificia Universidad Católica de Chile
Santiago, Chilehttp://www.economiaagraria.uc.cl/
RePEc:edi:dapuccl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Bobenrieth, Eugenio & Wright, Brian D. & Zeng, Di, 2014. "How Biofuels Policies Boosted Grain Staple Prices: A Counterfactual Analysis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170709, Agricultural and Applied Economics Association.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013.
"Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices,"
NBER Working Papers
19037, National Bureau of Economic Research, Inc.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014. "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208, National Bureau of Economic Research, Inc.
- Carlo Cafiero & Eugenio Bobenrieth & Juan Bobenrieth & Brian D. Wright, 2010. "A Maximum Likelihood Estimator of the Commodity Storage Model with an Application to the World Sugar Market," Working Papers 17-2010, Departamento de Economía, Universidad de Concepción.
- Eugenio Bobenrieth & Juan Bobenrieth & Brian Wright, 2008.
"Strict concavity of the value function for a family of dynamic accumulation models,"
Working Papers
02-2008, Departamento de Economía, Universidad de Concepción.
- Bobenrieth Eugenio S.A. & Bobenrieth Juan R.A. & Wright Brian D., 2012. "Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-11, April.
- Elvira Navarro & Eugenio Bobenrieth, 2006. "Autocorrelación De Precios En Un Modelo De Almacenamiento De Commodities," Working Papers 04-2006, Departamento de Economía, Universidad de Concepción.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006.
"A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility,"
Working Papers
02-2006, Departamento de Economía, Universidad de Concepción.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008. "A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- Brian Wright & Eugenio Bobenrieth & Juan Bobenrieth, 2005.
"Storage and the correlation of commodity prices,"
Working Papers
01-2005, Departamento de Economía, Universidad de Concepción.
- Eugenio Bobenrieth & Brian Wright & Juan Bobenrieth, 2001. "Storage and the correlation of commodity prices," Working Papers 05-2001, Departamento de Economía, Universidad de Concepción.
- Wright, Brian D. & Bobenrieth & Eugenio S. A., 2004. "Prognoses for a Non-Predictable Discounted Commodity Price Process," Econometric Society 2004 Latin American Meetings 19, Econometric Society.
- Eugenio Bobenrieth & Juan Bobenrieth & Brian D. Wright, 2002. "The Relevance of the Strong Law of Large Numbers for Estimation of a commodity Price Distribution and Its Means," Working Papers 03-2002, Departamento de Economía, Universidad de Concepción.
- Eugenio Bobenrieth & Juan Bobenrieth, 2000. "Commodity Price as a Continual Bubble with an Invariant Distribution," Working Papers 10-2000, Departamento de Economía, Universidad de Concepción.
- Eugenio Bobenrieth & Brian Wright, 1998. "A Model Supply of Storage and Backwardation with Apparent "Convenience Yield"," Working Papers 03-1998, Departamento de Economía, Universidad de Concepción.
- Rich, Changhua Sun & Bobenrieth, Eugenio & Potter, Brian & Carlisle, Heather & Williams, Paul & Richards, Alan & Ackerman, Richard, 1997. "Policy Paper 29: The Political Economy of International Environmental Cooperation," Institute on Global Conflict and Cooperation, Working Paper Series qt35p282mq, Institute on Global Conflict and Cooperation, University of California.
Articles
- Carlo Cafiero & Eugenio S.A. Bobenrieth H. & Juan R.A. Bobenrieth H. & Brian D. Wright, 2015. "Maximum Likelihood Estimation of the Standard Commodity Storage Model: Evidence from Sugar Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 122-136.
- Eugenio Bobenrieth & Brian Wright & Di Zeng, 2013. "Stocks-to-use ratios and prices as indicators of vulnerability to spikes in global cereal markets," Agricultural Economics, International Association of Agricultural Economists, vol. 44(s1), pages 43-52, November.
- Bobenrieth Eugenio S.A. & Bobenrieth Juan R.A. & Wright Brian D., 2012.
"Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-11, April.
- Eugenio Bobenrieth & Juan Bobenrieth & Brian Wright, 2008. "Strict concavity of the value function for a family of dynamic accumulation models," Working Papers 02-2008, Departamento de Economía, Universidad de Concepción.
- Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, vol. 162(1), pages 44-54, May.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
"A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
- Bobenrieth H, Eugenio S A & Bobenrieth H, Juan R A & Wright, Brian D, 2004. "A Model of Supply of Storage," Economic Development and Cultural Change, University of Chicago Press, vol. 52(3), pages 605-616, April.
- Eugenio S.A.Bodenrieth H., 2004. "Precios de productos almacenables: implicaciones del modelo de inventarios," Estudios de Economia, University of Chile, Department of Economics, vol. 31(1 Year 20), pages 67-78, June.
- Eugenio S. A. Bobenrieth H. & Juan R. A. Bobenrieth H. & Brian D. Wright, 2002. "A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean," Econometrica, Econometric Society, vol. 70(3), pages 1213-1219, May.
- Eugenio Bobenrieth & Carlos Cáceres, 1994. "Un Modelo de Selección de Liceos de Enseñanza Media," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 27-44.
- Eugenio Bobenrieth & Carlos Cáceres, 1993. "Determinantes del Salario de los Egresados de la Enseñanza Media Técnico Profesional en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 111-130.
- Mario E Niklitschek & Eugenio Bobenrieth, 1992. "Incentivos Económicos para una Explotación Eficiente del Bosque," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 463-480.
- Ricardo Avello & Eugenio Bobenrieth & Charles Mc-Ketta, 1987. "Relación Insumo-Producto en los Mercados Forestales de Chile y sus Implicaciones," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 24(71), pages 99-108.
Chapters
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014.
"Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices,"
NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208,
National Bureau of Economic Research, Inc.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013. "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers 19037, National Bureau of Economic Research, Inc.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Bobenrieth, Eugenio & Wright, Brian D. & Zeng, Di, 2014.
"How Biofuels Policies Boosted Grain Staple Prices: A Counterfactual Analysis,"
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
170709, Agricultural and Applied Economics Association.
Cited by:
- Christophe Gouel & Nicolas Legrand, 2017.
"Estimating the Competitive Storage Model with Trending Commodity Prices,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
- Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," Working Papers hal-04141412, HAL.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers 2015-15, University of Paris Nanterre, EconomiX.
- Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-De-Blas & Marina Cromberg & Amy Duchelle, 2015.
"Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project,"
Working Papers
1514, Chaire Economie du climat.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-de-Blas & Marina Cromberg & Amy Duchelle, 2015. "Paying smallholders not to cut down the Amazon forest: Impact evaluation of a REDD+ pilot project," Working Papers 15-14, LAMETA, Universtiy of Montpellier, revised Oct 2015.
- Oglend, Atle & Kleppe, Tore Selland, 2017. "On the behavior of commodity prices when speculative storage is bounded," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 52-69.
- Christophe Gouel & Nicolas Legrand, 2017.
"Estimating the Competitive Storage Model with Trending Commodity Prices,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013.
"Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices,"
NBER Working Papers
19037, National Bureau of Economic Research, Inc.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014. "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208, National Bureau of Economic Research, Inc.
Cited by:
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Eugenio S.A. Bobenrieth & Juan R.A. Bobenrieth & Ernesto A. Guerra & Brian D. Wright & Di Zeng, 2021. "Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a “Negligible” Trend," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1034-1057, May.
- De Lipsis, Vincenzo & Agnolucci, Paolo, 2024. "Climate change and the US wheat commodity market," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
- Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
- Esposti, Roberto, 2021. "On the long-term common movement of resource and commodity prices.A methodological proposal," Resources Policy, Elsevier, vol. 72(C).
- Esposti, Roberto, 2017. "What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260889, European Association of Agricultural Economists.
- Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.
- Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
- Eugenio Bobenrieth & Juan Bobenrieth & Brian Wright, 2008.
"Strict concavity of the value function for a family of dynamic accumulation models,"
Working Papers
02-2008, Departamento de Economía, Universidad de Concepción.
- Bobenrieth Eugenio S.A. & Bobenrieth Juan R.A. & Wright Brian D., 2012. "Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-11, April.
Cited by:
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
"A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
- Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
- Zhechun He & Peter Simmons, 2018. "A Life Cycle Model with Housing Tenure, Constrained Mortgage Finance and a Risky Asset under Uncertainty," Discussion Papers 18/18, Department of Economics, University of York.
- He, Zhechun & Simmons, Peter, 2022. "The impact of the minimum housing scale constraint on life-cycle risky asset and housing investment," Journal of Housing Economics, Elsevier, vol. 55(C).
- Eugenio Bobenrieth & Juan Bobenrieth, 2006.
"A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility,"
Working Papers
02-2006, Departamento de Economía, Universidad de Concepción.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008. "A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
Cited by:
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
- 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.
Articles
- Carlo Cafiero & Eugenio S.A. Bobenrieth H. & Juan R.A. Bobenrieth H. & Brian D. Wright, 2015.
"Maximum Likelihood Estimation of the Standard Commodity Storage Model: Evidence from Sugar Prices,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 122-136.
Cited by:
- Nicolas Legrand, 2023.
"“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension,"
Post-Print
hal-03809789, HAL.
- Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1493-1514, September.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Fabio G., Santeramo & Emilia, Lamonaca, 2018.
"On the Drivers of Global Grain Price Volatility : an empirical investigation,"
MPRA Paper
86795, University Library of Munich, Germany.
- Fabio Gaetano Santeramo & Emilia Lamonaca, 2019. "On the drivers of global grain price volatility: an empirical investigation," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(1), pages 31-42.
- Christophe Gouel & Nicolas Legrand, 2017.
"Estimating the Competitive Storage Model with Trending Commodity Prices,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
- Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," Working Papers hal-04141412, HAL.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers 2015-15, University of Paris Nanterre, EconomiX.
- Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
- Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
- V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
- Eugenio S.A. Bobenrieth & Juan R.A. Bobenrieth & Ernesto A. Guerra & Brian D. Wright & Di Zeng, 2021. "Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a “Negligible” Trend," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1034-1057, May.
- Atle Oglend & Vesa-Heikki Soini, 2020. "Equilibrium Working Curves with Heterogeneous Agents," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 355-372, August.
- Albuquerque, Rui & de Araujo, Bruno & Brandao-Marques, Luis & Mosse, Gerivasia & de Vletter, Pippy & Zavale, Helder, 2024. "Market timing, farmer expectations, and liquidity constraints," Journal of Development Economics, Elsevier, vol. 168(C).
- Gouel, Christophe & Legrand, Nicolas, 2017.
"Bayesian Estimation of the Storage Model using Information on Quantities,"
TSE Working Papers
17-776, Toulouse School of Economics (TSE).
- Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
- 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.
- Sima Siami‐Namini, 2021. "U.S. Monetary Policy and Commodity Prices: A SVECM Approach," Economic Papers, The Economic Society of Australia, vol. 40(4), pages 288-312, December.
- Nicolas Legrand & Christophe Gouel, 2022.
"The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data,"
Working Papers
hal-03809825, HAL.
- Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
- Santeramo, Fabio Gaetano & Lamonaca, Emilia & Contò, Francesco & Stasi, Antonio & Nardone, Gianluca, 2017.
"Drivers of grain price volatility: a cursory critical review,"
MPRA Paper
79427, University Library of Munich, Germany.
- Fabio Gaetano Santeramo & Emilia Lamonaca & Francesco Contò & Gianluca Nardone & Antonio Stasi, 2018. "Drivers of grain price volatility: a cursory critical review," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(8), pages 347-356.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-De-Blas & Marina Cromberg & Amy Duchelle, 2015.
"Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project,"
Working Papers
1514, Chaire Economie du climat.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-de-Blas & Marina Cromberg & Amy Duchelle, 2015. "Paying smallholders not to cut down the Amazon forest: Impact evaluation of a REDD+ pilot project," Working Papers 15-14, LAMETA, Universtiy of Montpellier, revised Oct 2015.
- Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
- Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
- 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.
- Oglend, Atle & Kleppe, Tore Selland, 2017. "On the behavior of commodity prices when speculative storage is bounded," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 52-69.
- Bobenrieth, Eugenio & Wright, Brian D. & Zeng, Di, 2014. "How Biofuels Policies Boosted Grain Staple Prices: A Counterfactual Analysis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170709, Agricultural and Applied Economics Association.
- Fabio Gaetano Santeramo, 2017.
"Market Fundamentals and International Grain Price Volatility,"
2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy
261255, Italian Association of Agricultural and Applied Economics (AIEAA).
- Santeramo, Fabio Gaetano, 2017. "Market Fundamentals And International Grain Price Volatility," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260908, European Association of Agricultural Economists.
- Vorotnikova, Ekaterina, 2016. "Optimal Storage Capacity Allocation in Grain Merchandizing," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230128, Southern Agricultural Economics Association.
- Nicolas Legrand, 2023.
"“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension,"
Post-Print
hal-03809789, HAL.
- Eugenio Bobenrieth & Brian Wright & Di Zeng, 2013.
"Stocks-to-use ratios and prices as indicators of vulnerability to spikes in global cereal markets,"
Agricultural Economics, International Association of Agricultural Economists, vol. 44(s1), pages 43-52, November.
Cited by:
- Athanasios Triantafyllou & George Dotsis & Alexandros Sarris, 2020. "Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 631-651, September.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Chavas, Jean-Paul & Li, Jian, 2017.
"The Effects of Private Stocks versus Public Stocks on Food Price Volatility,"
2017 Annual Meeting, July 30-August 1, Chicago, Illinois
259185, Agricultural and Applied Economics Association.
- Chavas, J.-P. & Li, J., 2018. "The Effects of Private Stocks versus Public Stocks on Food Price Volatility," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275976, International Association of Agricultural Economists.
- Sun, Yiqun & Ji, Hao & Cai, Xiurong & Li, Jiangchen, 2023. "Joint extreme risk of energy prices-evidence from European energy markets," Finance Research Letters, Elsevier, vol. 56(C).
- Bermpei, Theodora & Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2024.
"Commodity currencies revisited: The role of global commodity price uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 145(C).
- Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," EconomiX Working Papers 2022-24, University of Paris Nanterre, EconomiX.
- Helmut Herwartz & Alberto Saucedo, 2020. "Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(3), pages 387-402, May.
- Liao, Wenting & Ma, Jun & Zhang, Chengsi, 2024. "Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi Imai & Ganesh Thapa, 2013.
"Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence,"
Economics Discussion Paper Series
1312, Economics, The University of Manchester.
- Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi S. Imai & Ganesh Thapa, 2014. "Financialisation of food commodity markets, price surge and volatility: new evidence," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 7, pages 149-176, Edward Elgar Publishing.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
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"Drivers of grain price volatility: a cursory critical review,"
MPRA Paper
79427, University Library of Munich, Germany.
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1514, Chaire Economie du climat.
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2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy
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53rd Annual Conference, Berlin, Germany, September 25-27, 2013
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MPRA Paper
86795, University Library of Munich, Germany.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
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MPRA Paper
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- Fabio Gaetano Santeramo & Emilia Lamonaca & Francesco Contò & Gianluca Nardone & Antonio Stasi, 2018. "Drivers of grain price volatility: a cursory critical review," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(8), pages 347-356.
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Working Papers
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2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy
261255, Italian Association of Agricultural and Applied Economics (AIEAA).
- Santeramo, Fabio Gaetano, 2017. "Market Fundamentals And International Grain Price Volatility," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260908, European Association of Agricultural Economists.
- Roberts, Michael J. & Tran, A. Nam, 2012. "Commodity Price Adjustment in a Competitive Storage Model with an Application to the US Biofuel Policies," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124869, Agricultural and Applied Economics Association.
- Chavas, Jean-Paul & Li, Jian, 2016. "On the Economics of Commodity Price Dynamics and Price Volatility," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235070, Agricultural and Applied Economics Association.
- Berg, Ernst, 2017. "Impacts of Inventory Management on Price Volatility in Agricultural Commodity Markets: Insights from a System Dynamics Model," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261281, European Association of Agricultural Economists.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
"A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
See citations under working paper version above.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
- Bobenrieth H, Eugenio S A & Bobenrieth H, Juan R A & Wright, Brian D, 2004.
"A Model of Supply of Storage,"
Economic Development and Cultural Change, University of Chicago Press, vol. 52(3), pages 605-616, April.
Cited by:
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
- 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.
- Albuquerquemello, Vinícius Phillipe de & Medeiros, Rennan Kertlly de & Jesus, Diego Pitta de & Oliveira, Felipe Araujo de, 2022. "The role of transition regime models for corn prices forecasting," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 60(2), January.
- Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, vol. 162(1), pages 44-54, May.
- Christophe C. Gouel, 2013.
"Rules versus Discretion in Food Storage Policies [Règles contre discrétion dans les politiques de stockage de produits alimentaires],"
Post-Print
hal-01636279, HAL.
- Christophe Gouel, 2013. "Rules versus Discretion in Food Storage Policies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(4), pages 1029-1044.
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- Eugenio S. A. Bobenrieth H. & Juan R. A. Bobenrieth H. & Brian D. Wright, 2002.
"A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean,"
Econometrica, Econometric Society, vol. 70(3), pages 1213-1219, May.
Cited by:
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
- Kazuo Nishimura & John Stachurski, 2007.
"Equilibrium Storage With Multiple Commodities,"
CAMA Working Papers
2007-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Christophe C. Gouel, 2012.
"Agricultural price instability: a survey of competing explanations and remedies,"
Post-Print
hal-01001218, HAL.
- 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.
- Xie, Yang & Zilberman, David, 2014. "The Economics of Water Project Capacities under Optimal Water Inventory Management," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6c24636b, Department of Agricultural & Resource Economics, UC Berkeley.
- Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
- Xie, Yang & Zilberman, David, 2015.
"Water Storage Capacities versus Water Use Efficiency: Substitutes or Complements?,"
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California
205439, Agricultural and Applied Economics Association.
- Xie, Yang & Zilberman, David, 2015. "Water-Storage Capacities versus Water-Use Efficiency: Substitutes or Complements?," 2015 Conference, August 9-14, 2015, Milan, Italy 211894, International Association of Agricultural Economists.
- Bobenrieth Eugenio S.A. & Bobenrieth Juan R.A. & Wright Brian D., 2012.
"Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-11, April.
- Eugenio Bobenrieth & Juan Bobenrieth & Brian Wright, 2008. "Strict concavity of the value function for a family of dynamic accumulation models," Working Papers 02-2008, Departamento de Economía, Universidad de Concepción.
- Nicolas Legrand & Christophe Gouel, 2022.
"The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data,"
Working Papers
hal-03809825, HAL.
- Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
"A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
- Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
- Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
- Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, "undated".
"Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies,"
GSIA Working Papers
2004-E54, Carnegie Mellon University, Tepper School of Business.
- Casassus, Jaime & Collin-Dufresne, Pierre & Routledge, Bryan R., 2018. "Equilibrium commodity prices with irreversible investment and non-linear technologies," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 128-147.
- Michael J. Roberts & Wolfram Schlenker, 2013.
"Identifying Supply and Demand Elasticities of Agricultural Commodities: Implications for the US Ethanol Mandate,"
American Economic Review, American Economic Association, vol. 103(6), pages 2265-2295, October.
- Michael J. Roberts & Wolfram Schlenker, 2010. "Identifying Supply and Demand Elasticities of Agricultural Commodities: Implications for the US Ethanol Mandate," NBER Working Papers 15921, National Bureau of Economic Research, Inc.
- Kazuo Nishimura & John Stachurski, 2009. "On geometric ergodicity of the commodity pricing model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(3), pages 293-300, September.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014.
"Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices,"
NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208,
National Bureau of Economic Research, Inc.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013. "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers 19037, National Bureau of Economic Research, Inc.
- Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.
- Vorotnikova, Ekaterina, 2016. "Optimal Storage Capacity Allocation in Grain Merchandizing," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230128, Southern Agricultural Economics Association.
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- Eugenio Bobenrieth & Carlos Cáceres, 1993.
"Determinantes del Salario de los Egresados de la Enseñanza Media Técnico Profesional en Chile,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 111-130.
Cited by:
- Osvaldo, Larrañaga & Gustavo, Cabezas & Francisca, Dussaillant, 2014. "Trayectorias educacionales e inserción laboral en la enseñanza media técnico profesional," Estudios Públicos, Centro de Estudios Públicos, vol. 0(134), pages 7-58.
- Eugenio Bobenrieth & Carlos Cáceres, 1994. "Un Modelo de Selección de Liceos de Enseñanza Media," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 27-44.
- Nohora Y. Forero Ramírez & Manuel Ramírez Gómez, 2008. "Determinantes de los ingresos laborales de los graduados universitarios durante el período 2001-2004," Documentos de Trabajo 4591, Universidad del Rosario.
Chapters
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014.
"Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices,"
NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013. "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers 19037, National Bureau of Economic Research, Inc.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-AGR: Agricultural Economics (1) 2014-12-08
- NEP-ENE: Energy Economics (1) 2014-12-08
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