The empirical relevance of the competitive storage model

DOI10.1016/j.jeconom.2009.10.008zbMath1441.62621OpenAlexW1966561507MaRDI QIDQ737877

Eugenio S. A. Bobenrieth H., Juan R. A. Bobenrieth H., Carlo Cafiero, Brian D. Wright

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/130184

zbMATH Keywords

simulationcommodity pricesautocorrelationstoragepseudo maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

On the behavior of commodity prices when speculative storage is bounded ⋮ A stochastic optimal stopping model for storable commodity prices ⋮ Price Index Insurances in the Agriculture Markets

Uses Software

• CompEcon

Cites Work

• Unnamed Item
• Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
• On the Behaviour of Commodity Prices
• Pseudo Maximum Likelihood Methods: Theory
• Stochastic Speculative Price

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