Updating the Estimation of the Supply of Storage Model
AbstractAn updated supply of storage equation is estimated to reflect recent developments in the theoretical and empirical literature. Among the findings is an inverse relationship between storage cost adjusted price spread and a proxy measure of convenience yield, and a curvilinear relationship between stocks-to-use ratio and implied volatility.
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Bibliographic InfoPaper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2005 Annual meeting, July 24-27, Providence, RI with number 19122.
Date of creation: 2005
Date of revision:
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More information through EDIRC
supply of storage; implied volatility; convenience yield; Research Methods/ Statistical Methods; Q11; Q14; G10;
Find related papers by JEL classification:
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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