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Commodity markets, price limiters and speculative price dynamics Author info | Abstract | Publisher info | Download info | Related research | Statistics He, Xue-Zhong
Westerhoff, Frank H.
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 29 (2005)
Issue (Month): 9 (September)
Pages: 1577-1596
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Handle: RePEc:eee:dyncon:v:29:y:2005:i:9:p:1577-1596Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Brock, William A. & Hommes, Cars H., 1998.
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Other versions: Lux, T. & M. Marchesi, .
"Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents ,"
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Carl Chiarella, 1992.
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Chiarella, Carl & He, Xue-Zhong, 2003.
"Dynamics of beliefs and learning under aL-processes -- the heterogeneous case ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 27(3), pages 503-531, January.
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Other versions: Cars H. Hommes, 2001.
"Financial Markets as Nonlinear Adaptive Evolutionary Systems ,"
Tinbergen Institute Discussion Papers
01-014/1, Tinbergen Institute.
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Other versions: Canoles, W. Bruce & Thompson, Sarahelen R. & Irwin, Scott H. & France, Virginia G., 1997.
"An Analysis Of The Profiles And Motivations Of Habitual Commodity Speculators ,"
ACE OFOR Reports
14768, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
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Other versions: Wieland, Cristian & Westerhoff, Frank H., 2005.
"Exchange rate dynamics, central bank interventions and chaos control methods ,"
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Other versions: Goeree, Jacob K. & Hommes, Cars H., 2000.
"Heterogeneous beliefs and the non-linear cobweb model ,"
Journal of Economic Dynamics and Control ,
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Other versions: Chambers, Marcus J & Bailey, Roy E, 1996.
"A Theory of Commodity Price Fluctuations ,"
Journal of Political Economy ,
University of Chicago Press, vol. 104(5), pages 924-57, October.
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Other versions: Carl Chiarella & Roberto Dieci & Laura Gardini, 2001.
"Speculative Behaviour and Complex Asset Price Dynamics ,"
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49, Quantitative Finance Research Centre, University of Technology, Sydney.
Theresa Osborne, 2004.
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Michael Kopel, 1997.
"Improving the performance of an economic system: Controlling chaos ,"
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Westerhoff, Frank, 2003.
"Speculative markets and the effectiveness of price limits ,"
Journal of Economic Dynamics and Control ,
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Deaton, Angus & Laroque, Guy, 1996.
"Competitive Storage and Commodity Price Dynamics ,"
Journal of Political Economy ,
University of Chicago Press, vol. 104(5), pages 896-923, October.
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Kaas, Leo, 1998.
"Stabilizing chaos in a dynamic macroeconomic model ,"
Journal of Economic Behavior & Organization ,
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Hommes, Cars H., 1994.
"Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 24(3), pages 315-335, August.
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Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004.
"The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 54(4), pages 453-481, August.
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Other versions: repec:cup:cbooks:9780521326162 is not listed on IDEAS
Farmer, J. Doyne & Joshi, Shareen, 2002.
"The price dynamics of common trading strategies ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 49(2), pages 149-171, October.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Ned Corron & Xue-Zhong He & Frank Westerhoff, 2005.
"Butter Mountains, Milk Lakes and Optimal Price Limiters ,"
Research Paper Series
158, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Other versions: Asfaha, Samuel, 2007.
"National Revenue Funds: Their Efficacy for Fiscal Stability and Intergenerational Equity ,"
MPRA Paper
7656, University Library of Munich, Germany.
[Downloadable!]
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