Equilibrium commodity prices with irreversible investment and non-linear technologies
Jaime Casassus, Pierre Collin-Dufresne, Bryan R. Routledge
| Year of publication: |
October 2018
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|---|---|
| Authors: | Casassus, Jaime ; Collin-Dufresne, Pierre ; Routledge, Bryan R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 95.2018, p. 128-147
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| Subject: | Commodity prices | Futures prices | Convenience yield | Risk premium | Scarcity | Investment | Irreversibility | General equilibrium | Simulated Method of Moments (SMM) | Regime-switching model | Rohstoffpreis | Commodity price | Theorie | Theory | Risikoprämie | Allgemeines Gleichgewicht | Momentenmethode | Method of moments | Rohstoffderivat | Commodity derivative | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011966725