Advanced Search
MyIDEAS: Login

Citations for "The Present Value Model of Rational Commodity Pricing"

by Robert S. Pindyck

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Antonio Spilimbergo, 1995. "Prueba de la hipótesis de comportamiento colusivo entre los miembros de la OPEP," Research Department Publications, Inter-American Development Bank, Research Department 4017, Inter-American Development Bank, Research Department.
  2. Severin Borenstein & Joseph Farrell, 2007. "Do investors forecast fat firms? Evidence from the gold-mining industry," RAND Journal of Economics, RAND Corporation, vol. 38(3), pages 626-647, 09.
  3. Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012. "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1370-1379.
  4. Beckmann, Joscha & Czudaj, Robert, 2013. "Gold as an inflation hedge in a time-varying coefficient framework," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 24(C), pages 208-222.
  5. Serena Ng & Francisco J. Ruge-Murcia, 2000. "Explaining the Persistence of Commodity Prices," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 149-171, October.
  6. Emilie Alberola & Julien Chevallier, 2009. "European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)," The Energy Journal, International Association for Energy Economics, International Association for Energy Economics, vol. 0(Number 3), pages 51-80.
  7. Alberola, Emilie & Chevallier, Julien, 2009. "Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market," Economics Papers from University Paris Dauphine 123456789/4599, Paris Dauphine University.
  8. Spilimbergo, Antonio, 2001. "Testing the hypothesis of collusive behavior among OPEC members," Energy Economics, Elsevier, Elsevier, vol. 23(3), pages 339-353, May.
  9. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Wang, Kuan-Min & Lee, Yuan-Ming & Thi, Thanh-Binh Nguyen, 2011. "Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model," Economic Modelling, Elsevier, Elsevier, vol. 28(3), pages 806-819, May.
  11. Severin Borenstein & Andrea Shepard, 1996. "Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets," NBER Working Papers 5468, National Bureau of Economic Research, Inc.
  12. M. J. Lombardi & I. Van Robays, 2011. "Do Financial Investors Destabilize the Oil Price?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 11/760, Ghent University, Faculty of Economics and Business Administration.
  13. Dirk G Baur & Kristoffer Glover, 2012. "A Gold Bubble?," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney 175, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Xiaoliang Liu & Guenther Filler & Martin Odening, 2013. "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing, Emerald Group Publishing, vol. 73(1), pages 179-200, April.
  15. Brian Lucey & Fergal A. O'connor, 2012. "Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp418, IIIS.
  16. Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014. "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, Elsevier, vol. 41(C), pages 117-124.
  17. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(1), pages 206-226.
  18. Bogan, Vicki, 2009. "Bubbles or convenience yields? A theoretical explanation with evidence from technology company equity carve-outs," International Review of Economics & Finance, Elsevier, Elsevier, vol. 18(2), pages 248-281, March.
  19. repec:acb:camaaa:2011-11 is not listed on IDEAS
  20. Shu-ping Shi & Vipin Arora, 2011. "An Application Of Models Of Speculative Behaviour To Oil Prices," CAMA Working Papers 2011-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  21. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 42(C), pages 129-155.
  22. Heaney, Richard, 2002. "Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract," International Journal of Forecasting, Elsevier, Elsevier, vol. 18(1), pages 45-65.
  23. Mark W. French, 2005. "Why and when do spot prices of crude oil revert to futures price levels?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-30, Board of Governors of the Federal Reserve System (U.S.).
  24. Gutierrez, Luciano, 2011. "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists 120377, European Association of Agricultural Economists.
  25. Jonathan Kearns, 2007. "Commodity Currencies: Why Are Exchange Rate Futures Biased if Commodity Futures Are Not?," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 83(260), pages 60-73, 03.
  26. Gospodinov, Nikolay & Jamali, Ibrahim, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," Working Paper, Federal Reserve Bank of Atlanta 2013-12, Federal Reserve Bank of Atlanta.
  27. Wang, Kuan-Min & Lee, Yuan-Ming, 2011. "The yen for gold," Resources Policy, Elsevier, Elsevier, vol. 36(1), pages 39-48, March.