A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 70 (2002)
Issue (Month): 3 (May)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Wright, Brian, 2009.
"International grain reserves and other instruments to address volatility in grain markets,"
Policy Research Working Paper Series
5028, The World Bank.
- 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.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006.
"A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility,"
02-2006, Departamento de Economía, Universidad de Concepción.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008. "A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- 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.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013.
"Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices,"
in: The Economics of Food Price Volatility
National Bureau of Economic Research, Inc.
- Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013. "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers 19037, National Bureau of Economic Research, Inc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.