Search Results - subject:"commodity models"

Time-varying market price of risk and autoregressive error structure of oil prices

Souza, Carla Gomes Costa de; Aiube, Fernando Antônio Lucena - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 1, pp. 133-141

Persistent link: https://www.econbiz.de/10012307969

On the Brazilian fuel pricing policy : a Gaussian factor model approach

Aiube, Fernando Antônio Lucena - In: Applied economics 52 (2020) 8, pp. 839-850

Persistent link: https://www.econbiz.de/10012197470

Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance

Roncoroni, Andrea; Prokopczuk, Marcel; Ronn, Ehud I. - In: Journal of banking & finance 95 (2018), pp. 1-4

Persistent link: https://www.econbiz.de/10011966673

Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime

Aiube, Fernando Antônio Lucena; Samanez, Carlos P.; … - In: Applied economics 49 (2017) 9, pp. 860-871

Persistent link: https://www.econbiz.de/10011811070

On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices

Aiube, Fernando Antônio Lucena; Samanez, Carlos P. - In: Applied economics 46 (2014) 28/30, pp. 3736-3749

Persistent link: https://www.econbiz.de/10010419938

Developing Policy Relevant Agrifood Models

Rude, James; Meilke, Karl D. - In: Journal of Agricultural and Applied Economics 36 (2004) 02

equilibrium commodity models were investigated. Six issues are raised: commodity space definition, vertical linkages, assessing … bring together the major issues. Although institutional commodity models still have a role to play, we advocate the use of …

Persistent link: https://www.econbiz.de/10005469122

New Directions in the Modeling and Forecasting of Commodity Markets

Labys, Walter C. - In: Mondes en développement 122 (2003) 2, pp. 3-19

This paper reviews the current state of economic and econometric research dealing with the modeling of commodity markets and their role in economic development. The application of statistical methods to commodity markets and prices has been limited because of the erratic behavior of prices and...

Persistent link: https://www.econbiz.de/10005560292

AN APPROACH TO UNIQUE SOLUTIONS FOR CONSTANT-ELASTICITY COMMODITY MODELS

Plato, Gerald E. - In: Agricultural Economics Research (1977) 1

Unique solutions are more difficult to guarantee for commodity models that have nonlinear simultaneous equations than … for guaranteeing unique solutions for commodity models specified with a nonlinear equation type often used in economics … estimates) in developing commodity models. …

Persistent link: https://www.econbiz.de/10010919385