Solving Stochastic Models Of Competitive Storage And Trade By Chebychev Collocaton Methods
We show how to solve the stochastic spatial-temporal price equilibrium model numerically using the Chebychev collocation method. We then use the model to analyze the joint and interactive stabilizing effects of competitive storage and trade.
Volume (Year): 24 (1995)
Issue (Month): 1 (April)
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- Miranda, Mario J, 1998. "Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 71-87, April.