Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator

Replaced with revised version of paper 07/15/08.

Year of publication:	2008
Authors:	Karali, Berna ; Dorfman, Jeffrey H. ; Thurman, Walter N.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	volatility \| theory of storage \| futures markets \| Bayesian econometrics \| lumber \| Marketing

Extent:	application/pdf
Series:	2008 Annual Meeting, July 27-29, 2008, Orlando, Florida.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida Number 6084
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005804633