A Maximum Likelihood Estimator of the Commodity Storage Model with an Application to the World Sugar Market
| Year of publication: |
2010
|
|---|---|
| Authors: | Cafiero, Carlo ; Bobenrieth, Eugenio ; Bobenrieth, Juan ; Wright, Brian D. |
| Institutions: | Departamento de EconomÃa, Facultad de Ciencias Económicas y Administrativas |
| Subject: | : Commodity Prices | Storage | Speculation | Sugar | Maximum LikelihoodEstimation | Nonlinear Dynamic Models |
-
Formation and adaptation of the sugar cartel in Austria-Hungary
Fink, Nikolaus, (2016)
-
Precios de productos almacenables: implicaciones del modelo de inventarios
Eugenio S.A. Bodenrieth H.,
-
On the behavior of commodity prices when speculative storage is bounded
Oglend, Atle, (2017)
- More ...
-
Bobenrieth, Eugenio, (2002)
-
The empirical relevance of the competive storage model
Cafiero, Carlo, (2011)
-
Maximum likelihood estimation of the standard commodity storage model : evidence from sugar prices
Cafiero, Carlo, (2015)
- More ...