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The Determination of Spot and Futures Prices with Storable Commodities

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Author Info
Turnovsky, Stephen J

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 5 (September)
Pages: 1363-87
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:5:p:1363-87

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  1. Boum-Jong Choe, 1990. "Commodity price forecasts and futures prices," Policy Research Working Paper Series 436, The World Bank. [Downloadable!]
  2. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
  3. Sergio H. Lence, 2003. "Do Futures Benefit Farmers Who Adopt Them?," Working Papers 03-20, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA). [Downloadable!]
    Other versions:
  4. Lee, Sang-Hak & Yang, Seung-Ryong, 2000. "The Minimum Semi-Variance Hedge For Food Manufacturers In Korea," 2000 Annual meeting, July 30-August 2, Tampa, FL 21867, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  5. Pindyck, Robert S. & Rotemberg, Julio., 1987. "The excess co-movement of commodity prices," Working papers 1969-87., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    Other versions:
  6. Lence, Sergio H., 2008. "Do Futures Benefit Farmers?," Staff General Research Papers 12919, Iowa State University, Department of Economics.
    Other versions:
  7. Palm, F.C. & Vogelvang, E., 1985. "An econometric analysis of the short-run demand for coffee," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  8. V. V. Chari & Ravi Jagannathan, 1990. "The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 12-24. [Downloadable!]
  9. Robert B. Campbell & Stephen J. Turnovsky, 1986. "An Analysis of the Stabilizing and Welfare Effects of Intervention in Spot and Futures Markets," NBER Working Papers 1698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  10. Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1991. "Index-Based Futures and Options Markets in Real Estate," Cowles Foundation Discussion Papers 1006, Cowles Foundation, Yale University. [Downloadable!]
  11. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall. [Downloadable!]
  12. R. Glenn Hubbard & Robert J. Weiner, 1991. "Long-Term Contracting and Multiple-Price Systems," NBER Working Papers 3782, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  13. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank. [Downloadable!]
  14. R. Glenn Hubbard & Robert J. Weiner, 1985. "Nominal Contracting and Price Flexibility in Product Markets," NBER Working Papers 1738, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Frechette, Darren L., 2000. "Hedging With Futures And Options: A Demand Systems Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18941, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  16. Stéphane Gregoir & Bernard Salanie, 1991. "Spéculation, prix et bien être," Annales d'Economie et de Statistique, ADRES, issue 24, pages 09, Octobre-D. [Downloadable!]
  17. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Other versions:
  18. Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics. [Downloadable!]
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