The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Katunze, Miriam & Kuteesa, Annette & Mujumbi, Theresa & Mahebe, Denis, 2017.
"Uganda Warehousing Receipt System: Improving Market Competitiveness and Service Delivery,"
260026, Economic Policy Research Centre (EPRC).
- Katunze, Miriam & Kuteesa, Annette & Mijumbi, Theresa & Mahebe, Denis, 2017. "Uganda Warehousing Receipt System: Improving Market Competitiveness and Service Delivery," Research Series 260019, Economic Policy Research Centre (EPRC).
- Jean-Francois Carpantier, 2010.
"Commodities inventory effect,"
- Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," CREA Discussion Paper Series 13-07, Center for Research in Economic Analysis, University of Luxembourg.
- CARPANTIER, Jean - François, 2010. "Commodities inventory effect," CORE Discussion Papers 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," Working Papers hal-01821144, HAL.
- CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," CORE Discussion Papers 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vorotnikova, Ekaterina, 2016. "Optimal Storage Capacity Allocation in Grain Merchandizing," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230128, Southern Agricultural Economics Association.
More about this item
KeywordsAgricultural commodities; BEKK model; multivariate GARCH; Samuelson hypothesis; theory of storage;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ere:journl:v:xxix:y:2010:i:1:p:1-22. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dora María Vega Facio). General contact details of provider: http://edirc.repec.org/data/feualmx.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.