Empirical commodity storage model : the challenge of matching data and theory
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Guerra, V. Ernesto Alex ; Bobenrieth H., Eugenio S. ; Bobenrieth H., Juan R. A. ; Cafiero, Carlo |
| Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 42.2015, 4, p. 607-623
|
| Subject: | commodity price dynamics | storage | data | maize | maximum likelihood estimation | Rohstoffpreis | Commodity price | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Lagerzyklus | Inventory cycle | Schätztheorie | Estimation theory | Rohstoffmarkt | Commodity market |
-
Maximum likelihood estimation of the standard commodity storage model : evidence from sugar prices
Cafiero, Carlo, (2015)
-
On the behavior of commodity prices when speculative storage is bounded
Oglend, Atle, (2017)
-
Estimating the competitive storage model with stochastic trends in commodity prices
Osmundsen, Kjartan Kloster, (2021)
- More ...
-
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)
-
Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices
Bobenrieth H., Eugenio S., (2013)
- More ...