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The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems

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Author Info

  • George Hall

    ()

  • John Rust

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00199-005-0065-3
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Bibliographic Info

Article provided by Springer in its journal Economic Theory.

Volume (Year): 30 (2007)
Issue (Month): 3 (March)
Pages: 515-538

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Handle: RePEc:spr:joecth:v:30:y:2007:i:3:p:515-538

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Web page: http://link.springer.de/link/service/journals/00199/index.htm

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Related research

Keywords: Commodity price speculation; Inventory investment; K-concavity; (S; s) policy; C13–15;

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Cited by:
  1. John Rust & George Hall, 2003. "Middlemen versus Market Makers: A Theory of Competitive Exchange," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 353-403, April.
  2. Steinmetz, Alexander, 2010. "Price and inventory dynamics in an oligopoly industry: A framework for commodity markets," W.E.P. - Würzburg Economic Papers 82, University of Würzburg, Chair for Monetary Policy and International Economics.
  3. Radchenko, Stanislav & Shapiro, Dmitry, 2011. "Anticipated and unanticipated effects of crude oil prices and gasoline inventory changes on gasoline prices," Energy Economics, Elsevier, vol. 33(5), pages 758-769, September.
  4. Toker Doganoglu & Daniel Klapper, 2006. "Goodwill and dynamic advertising strategies," Quantitative Marketing and Economics, Springer, vol. 4(1), pages 5-29, March.
  5. Herbert E. Scarf, 2000. "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers 1270, Cowles Foundation for Research in Economics, Yale University.

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