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Analisi fondamentale di mercato con aspettative razionali: un modello per il mercato delle materie prime

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Author Info

  • Federico Perali

    ()
    (Università di Verona)

  • Luca Pieroni

    ()
    (Università di Perugia)

Abstract

The traditional method to describe commodity markets with rational expectations is to link commodity prices with market shocks both on the supply and demand side. This study extends the traditional approach by specifying both the price and stock paths in terms of short and long run demand excesses which describe the market fundamentals. The results obtained from the analysis of the US corn market are statistically robust and economically coherent.

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Bibliographic Info

Article provided by SIPI Spa in its journal Rivista di Politica Economica.

Volume (Year): 94 (2004)
Issue (Month): 2 (March-April)
Pages: 187-224

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Handle: RePEc:rpo:ripoec:v:94:y:2004:i:2:p:187-224

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Cited by:
  1. Pieroni, Luca & Ricciarelli, Matteo, 2008. "Modelling dynamic storage function in commodity markets: Theory and evidence," Economic Modelling, Elsevier, vol. 25(5), pages 1080-1092, September.

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