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Bubble troubles? : rational storage, mean reversion, and runs in commodity prices

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: The economics of food price volatility, (pp. 193-208). 2014

Persistent link: https://www.econbiz.de/10010434181

A commodity price process with a unique continuous invariant distribution having infinite mean

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1213-1219

Persistent link: https://www.econbiz.de/10001688049

Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices

Bobenrieth H., Eugenio S. - 2013

High and volatile prices of major commodities have generated a wide array of analyses and policy prescriptions, including influential studies identifying price bubbles in periods of high volatility. Here we consider a model of the market for a storable commodity in which price expectations are...

Persistent link: https://www.econbiz.de/10012459625

Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices

Bobenrieth H., Eugenio S. - 2013

High and volatile prices of major commodities have generated a wide array of analyses and policy prescriptions, including influential studies identifying price bubbles in periods of high volatility. Here we consider a model of the market for a storable commodity in which price expectations are...

Persistent link: https://www.econbiz.de/10013082152

Alternative instruments for smoothing the consumption of primary commodity exporters

Kletzer, Kenneth M.; Newbery, David M.; Wright, Brian D. - 1990

Persistent link: https://www.econbiz.de/10000131511

Data at our fingertips, myths in our minds : recent grain price jumps as the "perfect storm"

Wright, Brian D. - In: The Australian journal of agricultural and resource … 58 (2014) 4, pp. 538-553

Persistent link: https://www.econbiz.de/10010463786

Maximum likelihood estimation of the standard commodity storage model : evidence from sugar prices

Cafiero, Carlo; Bobenrieth H., Eugenio S.; Bobenrieth … - In: American journal of agricultural economics 97 (2015) 1, pp. 122-136

Persistent link: https://www.econbiz.de/10011294263

Biofuels, binding constraints, and agricultural commodity price volatility

Abbott, Philip Chase - In: The economics of food price volatility, (pp. 91-131). 2014

Persistent link: https://www.econbiz.de/10010434183

The economics of food price volatility

Chavas, Jean-Paul (contributor); Hummels, David (contributor) - 2014

Persistent link: https://www.econbiz.de/10010434712

Bubble troubles? : rational storage, mean reversion and runs in commodity prices

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - 2013

Persistent link: https://www.econbiz.de/10009749431

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