IDEAS home Printed from https://ideas.repec.org/a/inm/orinte/v12y1982i4p57-63.html
   My bibliography  Save this article

Pricing Strategies in Commodity Markets

Author

Listed:
  • Jerry Metcalf

    (Weyerhaeuser Company, Tacoma, Washington 98401)

Abstract

There are a great many products that do not have the luxury of brand identification. They are the great unwashed, the commodity products for which then is virtually no loyalty among their customers. These products are mainly sold on the basis of price and availability with service and terms being significant but less important factors. A quick scan of the futures exchanges will provide a list of the major products in this category. All products are characterized by being traded in markets which are fairly efficient and quite volatile in terms of price. It is this volatility, especially on the down side, which creates the problems on which we hope to shed some light.

Suggested Citation

  • Jerry Metcalf, 1982. "Pricing Strategies in Commodity Markets," Interfaces, INFORMS, vol. 12(4), pages 57-63, August.
    • Handle: RePEc:inm:orinte:v:12:y:1982:i:4:p:57-63
    DOI: 10.1287/inte.12.4.57
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/inte.12.4.57
    Download Restriction: no
    File URL: https://libkey.io/10.1287/inte.12.4.57?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:orinte:v:12:y:1982:i:4:p:57-63. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.