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Do inventories really yield a convenience? : an empirical analysis of the cost-adjusted basis

Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - 2010

Persistent link: https://www.econbiz.de/10009126838

The Asymmetric Effects of Scarcity and Abundance on Storable Commodity Price Dynamics and Hedge Ratios

Carbonez, Katelijne A. E. - 2010

, for a non-storable consumption good, the relationship between commodity price volatility and the basis exhibits a V … storable commodities. Their results seem to imply that both scarcity and abundance increase spot and futures price volatility … storable commodity price volatility and in hedging futures positions.Our results provide little support for a V …

Persistent link: https://www.econbiz.de/10013144892

Measuring scarcity in agricultural markets, 1900-2000 : the shifting informativeness of price v storage data

Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - 2010

Persistent link: https://www.econbiz.de/10009126831

Remodeling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest

Nguyen, Thi Tuong Van; Carbonez, Katelijne A. E.; … - 2010

Persistent link: https://www.econbiz.de/10009126836

Remodelling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest

Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European review of agricultural economics : ERAE 39 (2012) 3, pp. 459-487

Persistent link: https://www.econbiz.de/10009656783

Causality Between Market Liquidity and Depth for Energy and Grains

Sari, Ramazan - 2014

This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the energy and grain markets. According to the results,...

Persistent link: https://www.econbiz.de/10013068185

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009012031

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619369

Remodeling the Working-Kaldor Curve : The Roles of Scarcity, Time to Maturity and Time to Harvest

Nguyen, Van Thi Tuong - 2010

This paper proposes that, when modeling for the relation between the convenience yield and current scarcity, time to maturity and time to harvest should interact with current scarcity, i.e. the two should enter multiplicatively. In implementing this idea we also compare three models for current...

Persistent link: https://www.econbiz.de/10013144864

Measuring Scarcity in Agricultural Markets, 1900-2000 : The Shifting Informativeness of Price V Storage Data

Carbonez, Katelijne A. E. - 2010

Kaldor (1939) and Working (1948,1949) note that a commodity's backwardation is very much related to temporary scarcity. To them, the obvious measure of scarcity is the current level of inventories relative to a normal level. In 1987-2007 data, however, the spot price has become much more...

Persistent link: https://www.econbiz.de/10013144865