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Futures Markets, Storage and Convenience Yield

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  • Brennan, Donna
  • Wright, Brian D.

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  • Brennan, Donna & Wright, Brian D., 1992. "Futures Markets, Storage and Convenience Yield," Discussion Papers 232260, University of Western Australia, School of Agricultural and Resource Economics.
    • Handle: RePEc:ags:uwapdp:232260
    DOI: 10.22004/ag.econ.232260
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    File URL: https://ageconsearch.umn.edu/record/232260/files/uwa-discussionpapers-001-092.pdf
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    1. repec:bla:jfinan:v:43:y:1988:i:5:p:1075-93 is not listed on IDEAS
    2. Eugene F. Fama & Kenneth R. French, 2015. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 4, pages 79-102, World Scientific Publishing Co. Pte. Ltd..
    3. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66(3), pages 233-233.
    4. Holbrook Working, 1948. "Theory of the Inverse Carrying Charge in Futures Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 30(1), pages 1-28.
    5. Gibson, Rajna & Schwartz, Eduardo S, 1990. "Stochastic Convenience Yield and the Pricing of Oil Contingent Claims," Journal of Finance, American Finance Association, vol. 45(3), pages 959-976, July.
    6. Robert L. Gustafson, 1958. "Implications of Recent Research on Optimal Storage Rules," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 40(2), pages 290-300.
    7. Working, Holbrook, 1933. "Price Relations Between July And September Wheat Futures At Chicago Since 1885," Wheat Studies, Stanford University, Food Research Institute, vol. 9(06), March.
    8. Gray, Roger W. & Peck, Anne E., 1981. "The Chicago Wheat Futures Market: Recent Problems in Historical Perspective," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 18(1), pages 1-28.
    9. Gustafson, Robert L., 1958. "Carryover levels for grains: A method for determining amounts that are optimal under specified conditions," Technical Bulletins 157231, United States Department of Agriculture, Economic Research Service.
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