Price stabilization using buffer stocks
From MaRDI portal
Publication:844642
DOI10.1016/j.jedc.2007.05.004zbMath1181.91165OpenAlexW2141909971MaRDI QIDQ844642
Stelios Kotsios, George Athanasiou, Iasson Karafyllis
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.05.004
Related Items (4)
The stability analysis of the market price using Lambert function method ⋮ Agents' beliefs and economic regimes polarization in interacting markets ⋮ Introducing a price variation limiter mechanism into a behavioral financial market model ⋮ Nash equilibrium and robust stability in dynamic games: a small-gain perspective
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Irregular cobweb dynamics
- Chaotic price behavior in a nonlinear cobweb model
- Adaptive learning and roads to chaos. The case of the cobweb
- Stability, chaos and multiple attractors: a single agent makes a difference
- Commodity markets, price limiters and speculative price dynamics
- Application of nonlinear mapping theory to commodity price fluctuations
- Cycles and chaos in a socialist economy
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- Nonlinear dynamics in economics. A theoretical and statistical approach to agriculture markets
- On information and market dynamics: The case of the U. S. beef market
- On the Behaviour of Commodity Prices
- STABILITY AND CYCLES IN A COBWEB MODEL WITH HETEROGENEOUS EXPECTATIONS
- Stabilizability of Discrete-Time Nonlinear Systems
- A feedback policy for a modified Samuelson–Hicks model
- LEARNING IN COBWEB EXPERIMENTS
- A converse Lyapunov theorem for discrete-time systems with disturbances
This page was built for publication: Price stabilization using buffer stocks
