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Remodelling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European review of agricultural economics : ERAE 39 (2012) 3, pp. 459-487
Persistent link: https://www.econbiz.de/10009656783
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Measuring scarcity in agricultural markets, 1900-2000 : the shifting informativeness of price v storage data
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - 2010
Persistent link: https://www.econbiz.de/10009126831
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Do inventories really yield a convenience? : an empirical analysis of the cost-adjusted basis
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - 2010
Persistent link: https://www.econbiz.de/10009126838
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The asymmetric effects of scarcity and abundance on storable commodity price dynamics and hedge ratios
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - 2010
Persistent link: https://www.econbiz.de/10009126850
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The Asymmetric Effects of Scarcity and Abundance on Storable Commodity Price Dynamics and Hedge Ratios
Carbonez, Katelijne A. E. - 2010
This paper revisits the asymmetric effect of the basis on commodity spot and futures price volatilities documented by Kogan, Livdan and Yaron (2008) and Lien and Yang (2008). Kogan et al. (2008) show both theoretically and empirically that, for a non-storable consumption good, the relationship...
Persistent link: https://www.econbiz.de/10013144892
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Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi - In: Asia Pacific financial markets 27 (2020) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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Financial investments and commodity prices
Liu, Peng; Qiu, Zhigang; Xu, David Xiaoyu - In: International review of finance : the official journal … 22 (2022) 4, pp. 637-661
Persistent link: https://www.econbiz.de/10013472702