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A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean

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Author Info

  • Eugenio S. A. Bobenrieth H.

    ()
    (Departamento de Econom�a, Universidad de Concepci�n, Chile)

  • Juan R. A. Bobenrieth H.

    ()
    (Departamento de Matem�tica, Universidad del B�o-B�o, Chile)

  • Brian D. Wright

    ()
    (Department of Agricultural and Resource Economics, University of California)

Abstract

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 70 (2002)
Issue (Month): 3 (May)
Pages: 1213-1219

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Handle: RePEc:ecm:emetrp:v:70:y:2002:i:3:p:1213-1219

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Cited by:
  1. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
  2. Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," World Bank Research Observer, World Bank Group, vol. 27(2), pages 222-260, August.
  3. Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013. "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Chapters, in: The Economics of Food Price Volatility National Bureau of Economic Research, Inc.
  4. Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
  5. Xie, Yang & Zilberman, David, 2014. "The Economics of Water Project Capacities under Optimal Water Inventory Management," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6c24636b, Department of Agricultural & Resource Economics, UC Berkeley.
  6. Kazuo Nishimura & John Stachurski, 2007. "Equilibrium Storage With Multiple Commodities," CAMA Working Papers 2007-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

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