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Citations for "On The Behavior Of Commodity Prices"

by Deaton, A. & Laroque, G.

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  1. Peter Bardsley & Nilss Olekalns, 1996. "Wool Price Variability In The Long Run," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 40(1), pages 51-61, 04.
  2. John T. Cuddington & Hong Liang, 1998. "Commodity Price Volatility Across Exchange Rate Regimes," International Finance 9802003, EconWPA, revised 11 May 1998.
  3. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
    [Structural break or financial speculation in commodity markets? A multiva
    ," MPRA Paper 9910, University Library of Munich, Germany.
  4. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, . "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
  5. Chi Truong, 2012. "An Analysis of Storage Capacity Reallocation Impacts on the Irrigation Sector," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 51(1), pages 141-159, January.
  6. C. W. Morgan & A. J. Rayner & C. Vaillant, 1999. "Agricultural futures markets in LDCs: a policy response to price volatility?," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(6), pages 893-910.
  7. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
  8. Blattman, Christopher & Hwang, Jason & Williamson, Jeffrey G., 2007. "Winners and losers in the commodity lottery: The impact of terms of trade growth and volatility in the Periphery 1870-1939," Journal of Development Economics, Elsevier, vol. 82(1), pages 156-179, January.
  9. Chatrath, Arjun & Adrangi, Bahram & Dhanda, Kanwalroop Kathy, 2002. "Are commodity prices chaotic?," Agricultural Economics, Blackwell, vol. 27(2), pages 123-137, August.
  10. Deaton, A., 1999. "Commodity Prices and Growth in Aftica," Papers 186, Princeton, Woodrow Wilson School - Development Studies.
  11. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2013. "Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons," Economics Working Papers (Ensaios Economicos da EPGE) 736, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. Bask, Mikael & Widerberg, Anna, 2009. "Market structure and the stability and volatility of electricity prices," Energy Economics, Elsevier, vol. 31(2), pages 278-288, March.
  13. Jaeck, Edouard & Lautier, Delphine, 2014. "Samuelson hypothesis and electricity derivative markets," Economics Papers from University Paris Dauphine 123456789/13630, Paris Dauphine University.
  14. Adda, Jérôme & Eaton, Jonathan, 1998. "Borrowing with unobserved liquidity constraints structural estimation with an application to sovereign debt," CEPREMAP Working Papers (Couverture Orange) 9806, CEPREMAP.
  15. Dehn, Jan, 2000. "The effects on growth of commodity price uncertainty and shocks," Policy Research Working Paper Series 2455, The World Bank.
  16. Gutierrez, L. & Piras, F., 2013. "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149760, Italian Association of Agricultural and Applied Economics (AIEAA).
  17. Femenia, Fabienne, 2010. "Impacts of Stockholding Behaviour on Agricultural Market Volatility: A Dynamic Computable General Equilibrium Approach," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59(3).
  18. Svetlana Boyarchenko & Sergei Levendorski&icaron;, 2007. "Practical Guide To Real Options In Discrete Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 311-342, 02.
  19. Jan Dehn, 2000. "Commodity price uncertainty in developing countries," CSAE Working Paper Series 2000-12, Centre for the Study of African Economies, University of Oxford.
  20. Lautier, Delphine, 2009. "Convenience Yield and Commodity Markets," Economics Papers from University Paris Dauphine 123456789/2274, Paris Dauphine University.
  21. Eyal Dvir & Ken Rogoff, 2009. "The Three Epochs of Oil," Boston College Working Papers in Economics 706, Boston College Department of Economics.
  22. Wright, Brian, 2009. "International grain reserves and other instruments to address volatility in grain markets," Policy Research Working Paper Series 5028, The World Bank.
  23. Abdur R Chowdhury, 2004. "Private Savings in Transition Economies: Are there Terms of Trade Shocks?," Comparative Economic Studies, Palgrave Macmillan, vol. 46(4), pages 487-514, December.
  24. Chevallier, Julien & Aboura, Sofiane, 2014. "Volatility equicorrelation: A cross-market perspective," Economics Papers from University Paris Dauphine 123456789/12323, Paris Dauphine University.
  25. Samuel Bazzi, Christopher Blattman, 2011. " Economic Shocks and Conflict: The (Absence of?) Evidence from Commodity Price- Working Paper 274," Working Papers 274, Center for Global Development.
  26. Ivanic, Maros & Martin, Will & Zaman, Hassan, 2011. "Estimating the short-run poverty impacts of the 2010-11 surge in food prices," Policy Research Working Paper Series 5633, The World Bank.
  27. Diagne, Youssoupha S & Fall, Alsim, 2009. "La spéculation contribue- t- elle à expliquer la dynamique des prix des produits alimentaires au Sénégal ?
    [Does speculation explain food prices movements in Senegal?]
    ," MPRA Paper 54880, University Library of Munich, Germany.
  28. Bene, Christophe & Cadren, Muriel & Lantz, Frederic, 2000. "Impact of cultured shrimp industry on wild shrimp fisheries: analysis of price determination mechanisms and market dynamics," Agricultural Economics, Blackwell, vol. 23(1), pages 55-68, June.
  29. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
  30. Carter, Colin A. & Revoredo-Giha, Cesar, 2000. "The Interaction of Working and Speculative Commodity Stocks," 2000 Annual meeting, July 30-August 2, Tampa, FL 21820, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  31. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand.
  32. Collier, Paul, 2002. "The Macroeconomic Repercussions of Agricultural Shocks and their Implications for Insurance," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  33. Sanogo, Issa & Maliki Amadou, Mahamane, 2010. "Rice market integration and food security in Nepal: The role of cross-border trade with India," Food Policy, Elsevier, vol. 35(4), pages 312-322, August.
  34. Rosa, Franco & Vasciaveo, Michela, 2012. "Volatility in US and Italian agricultural markets, interactions and policy evaluation," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122530, European Association of Agricultural Economists.
  35. Regnier, Eva, 2007. "Oil and energy price volatility," Energy Economics, Elsevier, vol. 29(3), pages 405-427, May.
  36. Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
  37. Boyan Jovanovic, 2007. "Investment Options and the Business Cycle," NBER Working Papers 13307, National Bureau of Economic Research, Inc.
  38. Mario Crucini & Prasad Bidarkota, 1997. "Commodity Prices and the Terms of Trade," Working Papers 98-01, Ohio State University, Department of Economics.
  39. Bruce McGough & Andrew J. Plantinga & Bill Provencher, 2004. "The Dynamic Behavior of Efficient Timber Prices," Land Economics, University of Wisconsin Press, vol. 80(1), pages 95-108.
  40. Hua, Ping, 1998. "On Primary Commodity Prices: The Impact of Macroeconomic/Monetary Shocks," Journal of Policy Modeling, Elsevier, vol. 20(6), pages 767-790, December.
  41. Davis, Graham A, 1998. "The minerals sector, sectoral analysis, and economic development," Resources Policy, Elsevier, vol. 24(4), pages 217-228, December.
  42. Sydney Ludvigson, 1999. "Consumption And Credit: A Model Of Time-Varying Liquidity Constraints," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 434-447, August.
  43. Moser, Christine M. & Barrett, Christopher B. & Minten, Bart, 2005. "Missed opportunities and missing markets: Spatio-temporal arbitrage of rice in Madagascar," 2005 Annual meeting, July 24-27, Providence, RI 19338, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  44. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
  45. Yang, Fan, 2013. "Investment shocks and the commodity basis spread," Journal of Financial Economics, Elsevier, vol. 110(1), pages 164-184.
  46. Melisso Boschi & Luca Pieroni, 2008. "Aluminium market and the macroeconomy," Quaderni del Dipartimento di Economia, Finanza e Statistica 42/2008, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
  47. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers KERP 2002/14, Centre for Economic Research, Keele University.
  48. Serena Ng & Francisco Ruge-Murcia, 1997. "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics 374, Boston College Department of Economics.
  49. Andrew Coleman, 2007. "A model of spatial arbitrage with transport capacity constraints and endogenous transport prices," Reserve Bank of New Zealand Discussion Paper Series DP2007/05, Reserve Bank of New Zealand.
  50. Acharya, Viral V. & Lochstoer, Lars & Ramadorai, Tarun, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers.
  51. Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2011. "Commodity Booms and Busts," Annual Review of Resource Economics, Annual Reviews, vol. 3(1), pages 87-118, October.
  52. Loek Groot, 2004. "La consommation de ressources environnementales en incertitude," Recherches économiques de Louvain, De Boeck Université, vol. 70(3), pages 255-286.
  53. George Hall and John Rust, Yale University, 2001. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001 274, Society for Computational Economics.
  54. Cesar Revoredo, 2000. "On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors," Computing in Economics and Finance 2000 42, Society for Computational Economics.
  55. Paul Cashin & Hong Liang & C. John McDermott, 2000. "How Persistent Are Shocks to World Commodity Prices?," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 2.
  56. Amundsen, Eirik S. & Baldursson, Fridrik M., 2003. "Kvikt likan af vistvænum raforkumarkadi
    [An analytic model of an environmentally friendly electricity market]
    ," MPRA Paper 10772, University Library of Munich, Germany.
  57. Tornell, Aaron & Lane, Philip R., 1998. "Are windfalls a curse?: A non-representative agent model of the current account," Journal of International Economics, Elsevier, vol. 44(1), pages 83-112, February.
  58. Goetz, Linde & Grethe, Harald, 2007. "The Relevance of the EU Entry Price System for Imports of Fresh Fruits and Vegetables," Working Papers 7114, International Agricultural Trade Research Consortium.
  59. Serge Calabre, 2003. "La dynamique des prix et des marchés de matières premières : analyses univariées versus faits stylisés analytiques," Mondes en développement, De Boeck Université, vol. 122(2), pages 21-35.
  60. Rodrigo Suescún M., . "Optimical Commodity Price Stabilizador Over the Business Cycle," Borradores de Economia 154, Banco de la Republica de Colombia.
  61. Sophie Mitra & Jean-Marc Boussard, 2008. "Storage and the Volatility of Agricultural Prices: A Model of Endogenous Fluctuations," Fordham Economics Discussion Paper Series dp2008-11, Fordham University, Department of Economics.
  62. Maitre d'Hotel, Elodie & le Cotty, Tristan & Jayne, Thomas S., 2012. "Is A Public Regulation Of Food Price Volatility Feasible In Africa? An Arch Approach In Kenya," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122551, European Association of Agricultural Economists.
  63. Christophe Béné & Luc Doyen, 2000. "Storage and Viability of a Fishery with Resource and Market Dephased Seasonalities," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 15(1), pages 1-26, January.
  64. Elif C. Arbatli, 2008. "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Working Papers 08-48, Bank of Canada.
  65. Frederic Barraquand & Vincent Martinet, 2011. "Biological conservation in dynamic agricultural landscapes: effectiveness of public policies and trade-offs with agricultural production," Working Papers 48103, Institut National de la Recherche Agronomique, France.
  66. Pindyck, Robert S., 1991. "The present value model of rational commodity pricing," Working papers 3354-91., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  67. Asger Lunde & Kasper V. Olesen, 2013. "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers 2013-19, School of Economics and Management, University of Aarhus.
  68. Jorge Quiróz & Raimundo Soto, . "International Price Signals in Agricultural Markets: DoGovernments Care?," ILADES-Georgetown University Working Papers inv088, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  69. Razvan Tudor, 2009. "Evidence of unspanned stochastic volatility in crude-oil market," Advances in Economic and Financial Research - DOFIN Working Paper Series 33, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  70. Paolo E. Giordani & Nadia Rocha & Michele Ruta, 2012. "Food Prices and the Multiplier Effect of Export Policy," CESifo Working Paper Series 3783, CESifo Group Munich.
  71. Laure Bamière & Vincent Martinet & Christophe Gouel, 2013. "Stochastic viability of second generation biofuel chains: Micro-economic spatial modeling in France," Working Papers 2013/02, INRA, Economie Publique.
  72. Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 442-457, December.
  73. Reinhart, Carmen & Wickham, Peter, 1994. "Non-oil commodity prices: Cyclical weakness or secular decline?," MPRA Paper 13871, University Library of Munich, Germany.
  74. Casson, Catherine & Fry, J. M., 2011. "Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913," MPRA Paper 27866, University Library of Munich, Germany.
  75. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2651-2663.
  76. Alexander Michaelides & Serena Ng, 2000. "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics 198, London School of Economics and Political Science, LSE Library.
  77. Boum-Jong Choe, 1990. "The metals price boom of 1987-89 : the role of supply disruptions and stock changes," Policy Research Working Paper Series 542, The World Bank.
  78. Boyan Jovanovic, 2007. "Bubbles in Prices of Exhaustible Resources," Levine's Working Paper Archive 122247000000001414, David K. Levine.
  79. Helge Braun & Winfried Koeniger, 2007. "On the role of market insurance in a dynamic model," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 32(1), pages 61-90, June.
  80. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  81. Gary Gorton & Fumio Hayashi & K. Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," Yale School of Management Working Papers amz2605, Yale School of Management, revised 01 Oct 2008.
  82. Andrew Coleman, 2007. "The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Reserve Bank of New Zealand Discussion Paper Series DP2007/07, Reserve Bank of New Zealand.
  83. Maria J. Luengo-Prado, 2004. "Durables, Nondurables, Down Payments and Consumption Excesses," Macroeconomics 0408006, EconWPA.
  84. Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2014. "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers 2014-412, Department of Research, Ipag Business School.
  85. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, vol. 18(4), pages 625-641, December.
  86. Sharon McCaw & C John McDermott, 2000. "How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
  87. Du, Xiaodong & Hennessy, David A. & Feng, Hongli, 2013. "A Natural Resource Theory of U.S. Crop Insurance Contract Choice," Staff General Research Papers 36751, Iowa State University, Department of Economics.
  88. Ye, Michael & Zyren, John & Shore, Joanne, 2006. "Forecasting short-run crude oil price using high- and low-inventory variables," Energy Policy, Elsevier, vol. 34(17), pages 2736-2743, November.
  89. Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.
  90. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.
  91. BOBTCHEFF Catherine, 2006. "Optimal Dynamic Management of a Renewable Energy Source under Uncertainty," LERNA Working Papers 06.21.214, LERNA, University of Toulouse.
  92. José Gallardo & Arturo Vásquez & Luis Bendezú, 2005. "La Problemática de los Precios de los Combustibles," Working Papers 11, OSINERGMIN, Oficina de Estudios Economicos.
  93. Martin, William J., 2012. "Managing High and Volatile Food Prices," Trade Policy Issues Papers 142732, International Agricultural Trade Research Consortium.
  94. Agenor, Pierre-Richard & Aizenman, Joshua, 2004. "Savings and the terms of trade under borrowing constraints," Journal of International Economics, Elsevier, vol. 63(2), pages 321-340, July.
  95. Fisher, Anthony, 2009. "Climate Change and Agriculture Reconsidered," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt33v2d7vc, Department of Agricultural & Resource Economics, UC Berkeley.
  96. Araujo, Claudio & Araujo-Bonjean, Catherine & Brunelin, Stéphanie, 2012. "Alert at Maradi: Preventing Food Crises by Using Price Signals," World Development, Elsevier, vol. 40(9), pages 1882-1894.
  97. Sebastien Mitraille & Henry Thille, 2008. "Monopoly Behaviour with Speculative Storage," Working Papers 0804, University of Guelph, Department of Economics and Finance.
  98. Ivanic, Maros & Martin, Will, 2014. "Implications of domestic price insulation for global food price behavior," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 272-288.
  99. Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  100. Eduardo Borensztein & Peter Wickham & Mohsin S. Khan & Carmen Reinhart, 1994. "The Behavior of Non-Oil Commodity Prices," IMF Occasional Papers 112, International Monetary Fund.
  101. Kapsos, Michalis & Christofides, Nicos & Rustem, Berç, 2014. "Worst-case robust Omega ratio," European Journal of Operational Research, Elsevier, vol. 234(2), pages 499-507.
  102. Raynaud, Franck & Lautier, Delphine, 2011. "Statistical properties of derivatives: a journey in term structures," Economics Papers from University Paris Dauphine 123456789/5528, Paris Dauphine University.
  103. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc.
  104. Zant, Wouter, 2001. "Hedging Price Risks of Farmers by Commodity Boards: A Simulation Applied to the Indian Natural Rubber Market," World Development, Elsevier, vol. 29(4), pages 691-710, April.
  105. Wen, Yi, 2003. "The Power of Demand: A General Equilibrium Analysis of Multi-Stage-Fabrication Economy with Inventories," Working Papers 03-13r, Cornell University, Center for Analytic Economics.
  106. John Stachurski & University of Melbourne, 2006. "Computing the Distributions of Economic Models via Simulation," Computing in Economics and Finance 2006 185, Society for Computational Economics.
  107. Rodrigo Suescún M., . "Commodity Booms, Dutch Disease, and Real Business Cycles in a Small Economy: The Case of Coffe in Colombia," Borradores de Economia 073, Banco de la Republica de Colombia.
  108. Abbassi, Abdessalem & Tamini, Lota D. & Gervais, Jean-Philippe, 2011. "Do inventories have an impact on price transmission? Evidence from the Canadian chicken industry," MPRA Paper 30868, University Library of Munich, Germany.
  109. repec:hal:wpaper:hal-00630711 is not listed on IDEAS
  110. Liu, Peng & Tang, Ke, 2011. "The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 211-224, March.
  111. van Campenhout, Bjorn, 2005. "Modelling Trends in Food Market Integration: Method and an Application to Tanzanian Maize Markets," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24718, European Association of Agricultural Economists.
  112. Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132.
  113. Fulford, Scott L., 2013. "The effects of financial development in the short and long run: Theory and evidence from India," Journal of Development Economics, Elsevier, vol. 104(C), pages 56-72.
  114. Casson, Catherine & Fry, J. M. & Casson, Mark, 2011. "Evolution or revolution? a study of price and wage volatility in England, 1200-1900," MPRA Paper 31518, University Library of Munich, Germany.
  115. Dvir, Eyal & Rogoff, Kenneth, 2014. "Demand effects and speculation in oil markets: Theory and evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 113-128.
  116. Collier, Paul & Dehn, Jan, 2001. "Aid, shocks, and growth," Policy Research Working Paper Series 2688, The World Bank.
  117. Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA.
  118. Gospodinov, Nikolay & Jamali, Ibrahim, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," Working Paper 2013-12, Federal Reserve Bank of Atlanta.
  119. McLaren, John, 1998. "Consequences of discretion in the formation of commodities policy," Journal of Public Economics, Elsevier, vol. 69(3), pages 347-370, September.
  120. Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, . "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, University of Innsbruck.
  121. Paul Hiebert & Javier J. Pérez & Massimo Rostagno, 2002. "Debt reduction and automatic stabilisation," Economic Working Papers at Centro de Estudios Andaluces E2002/12, Centro de Estudios Andaluces.
  122. Martínez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School.
  123. Peterson, Hikaru Hanawa & Tomek, William G., 2000. "Implications Of Deflating Commodity Prices For Time-Series Analysis," 2000 Conference, April 17-18 2000, Chicago, Illinois 18944, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  124. World Bank, . "South Asia Economic Focus, June 2011 : Food Inflation," World Bank Other Operational Studies 12662, The World Bank.
  125. Larson, Donald F. & Lampietti, Julian & Gouel, Christophe & Cafiero, Carlo & Roberts, John, 2012. "Food security and storage in the Middle East and North Africa," Policy Research Working Paper Series 6031, The World Bank.
  126. Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, vol. 162(1), pages 44-54, May.
  127. Creti, Anna & Villeneuve, Bertrand, 2010. "Equilibrium Storage in a Markov Economy," MPRA Paper 20520, University Library of Munich, Germany.
  128. Pfuderer, Simone, 2014. "Are stockholders rational? An experimental approach to testing the competitive storage model," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 170537, Agricultural Economics Society.
  129. Boussard, Jean-Marc & Gerard, Francoise & Piketty, Marie Gabrielle & Ayouz, Mourad & Voituriez, Tancrede, 2006. "Endogenous risk and long run effects of liberalization in a global analysis framework," Economic Modelling, Elsevier, vol. 23(3), pages 457-475, May.
  130. Roberts, Michael J. & Tran, A. Nam, 2013. "Conditional Suspension of the US Ethanol Mandate using Threshold Price inside a Competitive Storage Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150717, Agricultural and Applied Economics Association.
  131. Moledina, Amyaz A. & Roe, Terry L. & Shane, Mathew, 2004. "Measuring Commodity Price Volatility And The Welfare Consequences Of Eliminating Volatility," 2004 Annual meeting, August 1-4, Denver, CO 19963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  132. Collier P, 1993. "Macroeconomic policies: an analytic review based on African experience," ILO Working Papers 296649, International Labour Organization.
  133. Tran, A. Nam & Welch, Jarrod R. & Lobell, David & Roberts, Michael J. & Schlenker, Wolfram, 2012. "Commodity Prices and Volatility in Response to Anticipated Climate Change," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124827, Agricultural and Applied Economics Association.
  134. Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2009. "Coverage of Retail Stores and Discrete Choice Models of Demand: Estimating Price Elasticities and Welfare Effects," Working Papers 200922, Geary Institute, University College Dublin.
  135. Alquist, Ron & Kilian, Lutz, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.
  136. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance.
  137. Geman, Hélyette & Ohana, Steve, 2009. "Forward curves, scarcity and price volatility in oil and natural gas markets," Energy Economics, Elsevier, vol. 31(4), pages 576-585, July.
  138. Gouel, Christophe & Jean, Sebastien, 2012. "Optimal food price stabilization in a small open developing country," Policy Research Working Paper Series 5943, The World Bank.
  139. Dethier, Jean-Jacques & Effenberger, Alexandra, 2012. "Agriculture and development: A brief review of the literature," Economic Systems, Elsevier, vol. 36(2), pages 175-205.
  140. Frank Ackerman & Kevin Gallagher, . "01-02 "Mixed Signals: Market Incentives, Recycling, and the Price Spike of 1995"," GDAE Working Papers 01-02, GDAE, Tufts University.
  141. Sarris, Alexander H., 2000. "World cereal price instability and a market based instrument for LDC food import risk management," Food Policy, Elsevier, vol. 25(2), pages 189-209, April.
  142. Gilbert, Christopher L., 1995. "International commodity control : retrospect and prospect," Policy Research Working Paper Series 1545, The World Bank.
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