IDEAS home Printed from https://ideas.repec.org/f/c/pba1136.html
   My authors  Follow this author

Roy E. Bailey

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bailey, Roy E & Hatton, Timothy J., 1999. "Seebohm Rowntree and the Post-War Poverty Puzzle," CEPR Discussion Papers 2147, C.E.P.R. Discussion Papers.

    Cited by:

    1. Barry Knight, 2018. "Powering a good society," Local Economy, London South Bank University, vol. 33(6), pages 569-582, September.
    2. Nicholas Crafts, 2021. "What can we learn from the United Kingdom’s post‐1945 economic reforms?," Economic Affairs, Wiley Blackwell, vol. 41(3), pages 354-376, October.
    3. Ian Gazeley & Andrew Newell, 2007. "Poverty In Britain In 1904: An Early Social Survey Rediscovered," PRUS Working Papers 38, Poverty Research Unit at Sussex, University of Sussex.
    4. Frijters, Paul & Shields, Michael A. & Hatton, Timothy J. & Martin, Richard M., 2007. "Childhood Economic Conditions and Length of Life: Evidence from the UK Boyd Orr Cohort, 1937–2005," IZA Discussion Papers 3042, Institute of Labor Economics (IZA).
    5. Celso Nunes, 2008. "The Economic Thought on Poverty Measurement: From the Nineteenth-Century to the Rediscovering Era," Working Papers 92, ECINEQ, Society for the Study of Economic Inequality.
    6. Hazel Acosta & Diego Christian Cajas Quishpe, 2017. "Primary Poverty: Evolving Definitions, Scope and Implications," Ensayos de Economía 16806, Universidad Nacional de Colombia Sede Medellín.

  2. Bailey, Roy E & Hatton, Timothy J., 1997. "Poverty and the Welfare State in Inter-war London," CEPR Discussion Papers 1686, C.E.P.R. Discussion Papers.

    Cited by:

    1. Osamu Saito, 2015. "Growth and inequality in the great and little divergence debate: a Japanese perspective," Economic History Review, Economic History Society, vol. 68(2), pages 399-419, May.
    2. Jessica S. Bean, 2015. "‘To help keep the home going’: female labour supply in interwar London," Economic History Review, Economic History Society, vol. 68(2), pages 441-470, May.
    3. Timothy J. Hatton & Roy >. Bailey, 2000. "Seebohm Rowntree and the postwar poverty puzzle," Economic History Review, Economic History Society, vol. 53(3), pages 517-543, August.
    4. Seltzer, Andrew J. & Wadsworth, Jonathan, 2023. "The impact of public transportation and commuting on urban labor markets: evidence from the New Survey of London Life and Labour, 1929–1932," LSE Research Online Documents on Economics 120895, London School of Economics and Political Science, LSE Library.
    5. Celso Nunes, 2008. "The Economic Thought on Poverty Measurement: From the Nineteenth-Century to the Rediscovering Era," Working Papers 92, ECINEQ, Society for the Study of Economic Inequality.

  3. Bailey, Roy E & Boyer, George & Hatton, Timothy J., 1992. "The Union Wage Effect in Late Nineteenth Century Britain," CEPR Discussion Papers 712, C.E.P.R. Discussion Papers.

    Cited by:

    1. Debbie Mullin, 1998. "A New Look at the Union Wage Premium during the Early Years of the AFL," ILR Review, Cornell University, ILR School, vol. 51(2), pages 253-268, January.
    2. Myeong-Su Yun, 2000. "Earnings Inequality in Late Nineteenth Century America and Britain," Departmental Working Papers 199834, Rutgers University, Department of Economics.
    3. Timothy J. Hatton & Jeffrey G. Williamson, 2004. "International Migration in the Long-Run: Positive Selection, Negative Selection and Policy," Harvard Institute of Economic Research Working Papers 2038, Harvard - Institute of Economic Research.

Articles

  1. Roy Bailey, 2008. "The Importance Of Solo Patrol In Policing A Liberal Society: A Response To John Blundell," Economic Affairs, Wiley Blackwell, vol. 28(4), pages 53-56, December.

    Cited by:

    1. Bruce L. Benson, 2010. "The Allocation of Police," Chapters, in: Bruce L. Benson & Paul R. Zimmerman (ed.), Handbook on the Economics of Crime, chapter 8, Edward Elgar Publishing.

  2. Timothy J. Hatton & Roy E. Bailey, 2002. "Natives and migrants in the London labour market, 1929-1931," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(1), pages 59-81.

    Cited by:

    1. Dribe, Martin & Eriksson, Björn & Scalone, Francesco, 2019. "Migration, marriage and social mobility: Women in Sweden 1880–1900," Explorations in Economic History, Elsevier, vol. 71(C), pages 93-111.
    2. Javier Silvestre & María Isabel Ayuda & Vicente Pinilla, 2015. "The occupational attainment of migrants and natives in Barcelona, 1930," Economic History Review, Economic History Society, vol. 68(3), pages 985-1015, August.

  3. Marcus J. Chambers & Roy E. Bailey, 1999. "A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 564-588, September.

    Cited by:

    1. David Stead, 2004. "Risk and risk management in English agriculture, c. 1750–1850," Economic History Review, Economic History Society, vol. 57(2), pages 334-361, May.

  4. Hatton, Timothy J & Bailey, Roy E, 1998. "Poverty and the Welfare State in Interwar London," Oxford Economic Papers, Oxford University Press, vol. 50(4), pages 574-606, October.
    See citations under working paper version above.
  5. Roy E. Bailey & Marcus J. Chambers, 1998. "The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England," Journal of Population Economics, Springer;European Society for Population Economics, vol. 11(3), pages 413-434.

    Cited by:

    1. Francisco Climent Diranzo & Robert Meneu Gaya, "undated". "Relaciones de equilibrio entre demografía y crecimiento económico en Espana," Studies on the Spanish Economy 163, FEDEA.
    2. Marcus J. Chambers & Roy E. Bailey, 1999. "A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 564-588, September.
    3. Alam, Shamma Adeeb & Pörtner, Claus C., 2018. "Income shocks, contraceptive use, and timing of fertility," Journal of Development Economics, Elsevier, vol. 131(C), pages 96-103.
    4. Peter Grajzl & Peter Murrell, 2022. "Did Caselaw Foster England’s Economic Development during the Industrial Revolution? Data and Evidence," CESifo Working Paper Series 10088, CESifo.
    5. George Hondroyiannis, 2010. "Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data," Journal of Family and Economic Issues, Springer, vol. 31(1), pages 33-50, March.

  6. Chambers, Marcus J & Bailey, Roy E, 1996. "A Theory of Commodity Price Fluctuations," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 924-957, October.

    Cited by:

    1. Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert, 2013. "The liquidity of energy stocks," Energy Economics, Elsevier, vol. 38(C), pages 168-175.
    2. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
    3. Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
    4. Christophe Gouel, 2020. "The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 846-865, May.
    5. Hervé Ott, 2014. "Extent and possible causes of intrayear agricultural commodity price volatility," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 225-252, March.
    6. Bailey, RE & Chambers, MJ, 1994. "A Theory of Commodity Price Fluctuations," Economics Discussion Papers 2772, University of Essex, Department of Economics.
    7. Kelly, Clare & Lanot, Gauthier, 2003. "Analytical results for a Model of Periodic Consumption," Economic Research Papers 269486, University of Warwick - Department of Economics.
    8. Creti, Anna & Villeneuve, Bertrand, 2008. "Equilibrium Storage in a Markov Economy," MPRA Paper 11944, University Library of Munich, Germany.
    9. Hyun Jin & Darren Frechette, 2004. "A new t-test for the R/S analysis and long memory in agricultural commodity prices," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 661-667.
    10. Anna Creti & Bertrand Villeneuve, 2013. "Commodity storage with durable shocks : A simple Markovian model," Post-Print hal-01517436, HAL.
    11. Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
    12. Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Papers 2308.07577, arXiv.org.
    13. Coleman, Andrew, 2005. "Storage, transport and the law of one price: evidence from nineteenth century U.S. corn markets," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208149, Transportation Research Forum.
    14. Lence, Sergio H., 2003. "Do futures benefit farmers who adopt them?," ESA Working Papers 289079, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    15. Nicolas Legrand, 2019. "The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
    16. Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
    17. Sergio H. Lence & Dermot J. Hayes, 2002. "U.S. Farm Policy and the Volatility of Commodity Prices and Farm Revenues," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(2), pages 335-351.
    18. Martínez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School.
    19. Marcus J. Chambers & Roy E. Bailey, 1999. "A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 564-588, September.
    20. Ruijs, Arjan & Schweigman, Caspar & Lutz, Clemens, 2004. "The impact of transport- and transaction-cost reductions on food markets in developing countries: evidence for tempered expectations for Burkina Faso," Agricultural Economics, Blackwell, vol. 31(2-3), pages 219-228, December.
    21. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
    22. Jia, Yanyan & Fang, Yi & Jing, Zhongbo & Lin, Faqin, 2022. "Price connectedness and input–output linkages: Evidence from China," Economic Modelling, Elsevier, vol. 116(C).
    23. Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
    24. Kornher, Lukas & Kalkuhl, Matthias, 2013. "Food Price Volatility in Developing Countries and its Determinants," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 52(4), pages 1-32, November.
    25. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 141-160, March.
    26. Molintas, Dominique Trual & Runas, Tchaika Eliah & Runas, Yanni Eliah & Runas, Tamiya, 2013. "Homo Economicus: Rare earth profiling," MPRA Paper 110203, University Library of Munich, Germany, revised 15 Oct 2021.
    27. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns Over Pay Periods," The Warwick Economics Research Paper Series (TWERPS) 656, University of Warwick, Department of Economics.
    28. Asche, Frank & Misund, Bård & Oglend, Atle, 2016. "Determinants of the Atlantic salmon futures risk premium," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 6-17.
    29. 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.
    30. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 744, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    31. Bruno Conte & Lavinia Piemontese & Augustin Tapsola, 2021. "The Power of Markets: Impact of Desert Locust Invasions on Child Health," CESifo Working Paper Series 9130, CESifo.
    32. Li, Shanling & Murat, Alper & Huang, Wanzhen, 2009. "Selection of contract suppliers under price and demand uncertainty in a dynamic market," European Journal of Operational Research, Elsevier, vol. 198(3), pages 830-847, November.
    33. 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.
    34. Lingxiu Dong & Hong Liu, 2007. "Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power," Operations Research, INFORMS, vol. 55(1), pages 128-145, February.
    35. ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013. "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 824-836.
    36. V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
    37. Carter, C.A & Cesar L. Revoredo Giha, 2005. "The Interaction of Working and Speculative Commodity Stocks," Environmental Economy and Policy Research Working Papers 03.2005, University of Cambridge, Department of Land Economics, revised 2005.
    38. NG, Serena & RUGE-MURCIA, Francisco J., 1997. "Explaining the Persistence of Commodity Prices," Cahiers de recherche 9709, Universite de Montreal, Departement de sciences economiques.
    39. Power, Gabriel J. & Turvey, Calum G., 2010. "Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 79-90.
    40. Calum G. Turvey & Jeffrey R. Stokes, 2008. "Market Structure and the Value of Agricultural Contingent Claims," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 56(1), pages 79-94, March.
    41. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    42. Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
    43. Chatrath, Arjun & Adrangi, Bahram & Dhanda, Kanwalroop Kathy, 2002. "Are commodity prices chaotic?," Agricultural Economics, Blackwell, vol. 27(2), pages 123-137, August.
    44. Mu, Xiaoyi, 2007. "Weather, storage, and natural gas price dynamics: Fundamentals and volatility," Energy Economics, Elsevier, vol. 29(1), pages 46-63, January.
    45. Bu, Hui, 2014. "Effect of inventory announcements on crude oil price volatility," Energy Economics, Elsevier, vol. 46(C), pages 485-494.
    46. 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.
    47. Chaudhry, Muhammad Imran & Katchova, Ani & Miranda, Mario Javier, 2016. "Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235953, Agricultural and Applied Economics Association.
    48. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
    49. Marvasti, Akbar & Lamberte, Antonio, 2016. "Commodity price volatility under regulatory changes and disaster," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 355-361.
    50. Lewis Evans & Graeme Guthrie, 2009. "How Options Provided by Storage Affect Electricity Prices," Southern Economic Journal, John Wiley & Sons, vol. 75(3), pages 681-702, January.
    51. Severin Borenstein & Meghan Busse & Ryan Kellogg, 2007. "Principal-agent Incentives, Excess Caution, and Market Inefficiency: Evidence From Utility Regulation," NBER Working Papers 13679, National Bureau of Economic Research, Inc.
    52. Delphine Lautier & Franck Raynaud, 2014. "Information Flows in the term structure of commodity prices," Post-Print hal-01655842, HAL.
    53. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper 39903, University Library of Munich, Germany.
    54. Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 18(4), pages 442-457, December.
    55. Lautier, Delphine & Raynaud, Franck, 2011. "Statistical properties of derivatives: A journey in term structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2009-2019.
    56. 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.
    57. 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.
    58. Xie, Yang & Zilberman, David, 2015. "Water Storage Capacities versus Water Use Efficiency: Substitutes or Complements?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205439, Agricultural and Applied Economics Association.
    59. Ai, Chunrong & Chatrath, Arjun & Song, Frank, 2007. "A semiparametric estimation of the optimal hedge ratio," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 366-381, May.
    60. Chi Truong, 2012. "An Analysis of Storage Capacity Reallocation Impacts on the Irrigation Sector," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(1), pages 141-159, January.
    61. Rhys ap Gwilym & M. Shahid Ebrahim & Abdelkader O. El Alaoui & Hamid Rahman & Abderrahim Taamouti, 2019. "Financial Frictions and the Futures Pricing Puzzle," Working Papers 2019_07, Durham University Business School.
    62. Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics.
    63. Sergio H. Lence, 2009. "Do Futures Benefit Farmers?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 154-167.
    64. Pieroni, Luca & Ricciarelli, Matteo, 2008. "Modelling dynamic storage function in commodity markets: Theory and evidence," Economic Modelling, Elsevier, vol. 25(5), pages 1080-1092, September.
    65. Evans, Lewis & Guthrie, Graeme, 2007. "Commodity Price Behavior With Storage Frictions," Working Paper Series 19065, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    66. Chitose, Atsushi & Weaver, Robert D., 2007. "Dynamics of Slaughter Weight Response to Market Price Changes for Japanese Beef Cattle," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 9, pages 1-14.
    67. Li, Huiyu & Stachurski, John, 2014. "Solving the income fluctuation problem with unbounded rewards," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 353-365.
    68. Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
    69. Anders B. Trolle & Eduardo S. Schwartz, 2006. "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," NBER Working Papers 12744, National Bureau of Economic Research, Inc.
    70. Casassus, Jaime & Collin-Dufresne, Pierre & Routledge, Bryan R., 2018. "Equilibrium commodity prices with irreversible investment and non-linear technologies," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 128-147.
    71. Considine, Timothy J. & Larson, Donald F., 2001. "Uncertainty and the convenience yield in crude oil price backwardations," Energy Economics, Elsevier, vol. 23(5), pages 533-548, September.
    72. Jason Stevens, 2013. "The benefits of storage and non‐renewable resource price dynamics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(1), pages 239-265, February.
    73. 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.
    74. 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.
    75. Christophe Gouel, 2013. "Comparing numerical methods for solving the competitive storage model," Post-Print hal-01136976, HAL.
    76. Yu-Hong Liu & I-Ming Jiang & Shih-Cheng Lee & Yu-Ting Chen, 2011. "The Valuation Of Reset Options When Underlying Assets Are Autocorrelated," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 95-114.
    77. Rabault, Guillaume, 2002. "When do borrowing constraints bind? Some new results on the income fluctuation problem," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 217-245, February.
    78. Xie, Yang & Zilberman, David, 2014. "The Economics of Water Project Capacities under Optimal Water Inventory Management," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6c24636b, Department of Agricultural & Resource Economics, UC Berkeley.
    79. Ivar Ekeland & Delphine Lautier & Bertrand Villeneuve, 2019. "Hedging pressure and speculation in commodity markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 83-123, July.
    80. Ren'e Aid & Luciano Campi & Delphine Lautier, 2015. "On the spot-futures no-arbitrage relations in commodity markets," Papers 1501.00273, arXiv.org, revised Feb 2018.
    81. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
    82. Anders B. Trolle & Eduardo S. Schwartz, 2009. "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4423-4461, November.
    83. Knittel, Christopher R. & Roberts, Michael R., 2005. "An empirical examination of restructured electricity prices," Energy Economics, Elsevier, vol. 27(5), pages 791-817, September.
    84. Edouard Jaeck & Delphine Lautier, 2014. "Samuelson hypothesis and electricity derivative markets," Post-Print hal-01655800, HAL.
    85. Donia Aloui & Stéphane Goutte & Khaled Guesmi & Rafla Hchaichi, 2020. "COVID 19's impact on crude oil and natural gas S&P GS Indexes," Working Papers halshs-02613280, HAL.
    86. Peter Berling & Victor Martínez-de-Albéniz, 2011. "Optimal Inventory Policies when Purchase Price and Demand Are Stochastic," Operations Research, INFORMS, vol. 59(1), pages 109-124, February.
    87. Gruenspecht, Howard K., 2002. "Regulatory Tailoring, Reliability, and Price Volatility with Stochastic Breakdowns," Discussion Papers 10781, Resources for the Future.
    88. Seifert, Ralf W. & Thonemann, Ulrich W. & Hausman, Warren H., 2004. "Optimal procurement strategies for online spot markets," European Journal of Operational Research, Elsevier, vol. 152(3), pages 781-799, February.
    89. Kleppe, Tore Selland & Oglend, Atle, 2017. "Estimating the competitive storage model: A simulated likelihood approach," Econometrics and Statistics, Elsevier, vol. 4(C), pages 39-56.
    90. Delphine Lautier & Yves Simon, 2004. "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 45-84.
    91. Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas, 2013. "An empirical approach to determine specific weights of driving factors for the price of commodities—A contribution to the measurement of the economic scarcity of minerals and metals," Resources Policy, Elsevier, vol. 38(3), pages 350-362.
    92. He, Xue-Zhong & Westerhoff, Frank H., 2005. "Commodity markets, price limiters and speculative price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1577-1596, September.
    93. Wang, Shu & Zhou, Baicheng & Gao, Tianshu, 2023. "Speculation or actual demand? The return spillover effect between stock and commodity markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
    94. Jin, Hyun Joung & Frechette, Darren L., 2002. "Fractal Geometry In Agricultural Cash Price Dynamics," 2002 Annual meeting, July 28-31, Long Beach, CA 19696, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    95. Chiou Wei, Song Zan & Zhu, Zhen, 2006. "Commodity convenience yield and risk premium determination: The case of the U.S. natural gas market," Energy Economics, Elsevier, vol. 28(4), pages 523-534, July.
    96. Song-Zan Chiou-Wei & Sheng-Hung Chen & Wei-Hung Chen, 2023. "Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets," Energies, MDPI, vol. 16(15), pages 1-25, August.
    97. Tomek, William G., 2000. "Commodity Prices Revisited," Staff Papers 121146, Cornell University, Department of Applied Economics and Management.
    98. Chiou-Wei, Song-Zan & Chen, Sheng-Hung & Zhu, Zhen, 2020. "Natural gas price, market fundamentals and hedging effectiveness," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 321-337.
    99. Hu, Min & Zhang, Dayong & Ji, Qiang & Wei, Lijian, 2020. "Macro factors and the realized volatility of commodities: A dynamic network analysis," Resources Policy, Elsevier, vol. 68(C).
    100. Hélyette Geman & Vu-Nhat Nguyen, 2005. "Soybean Inventory and Forward Curve Dynamics," Management Science, INFORMS, vol. 51(7), pages 1076-1091, July.
    101. Tomek, William G., 2000. "Commodity Prices Revisited," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 29(2), pages 1-13, October.
    102. Ivar Ekeland & Delphine Lautier & Bertrand Villeneuve, 2013. "A simple equilibrium model for a commodity market with spot trades and futures contracts," Post-Print hal-01655807, HAL.

  7. Hatton T. J. & Bailey R. E., 1993. "Household Labor Supply and Women's Work in Interwar Britain," Explorations in Economic History, Elsevier, vol. 30(2), pages 229-256, April.

    Cited by:

    1. Ed Butchart, 1997. "Unemployment and Non-Employment in Interwar Britain," Oxford Economic and Social History Working Papers _016, University of Oxford, Department of Economics.
    2. Jessica S. Bean, 2015. "‘To help keep the home going’: female labour supply in interwar London," Economic History Review, Economic History Society, vol. 68(2), pages 441-470, May.
    3. Domènech, Jordi & Elu-Terán, Alexander, 2008. "Women's Paid Work in an Urban Developing Economy. Barcelona in 1930," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 26(3), pages 375-401, January.

  8. Hatton, T J & Bailey, R E, 1988. "Female Labour Force Participation in Interwar Britain," Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 695-718, December.

    Cited by:

    1. Eichengreen, Barry & Hatton, Tim, 1988. "Interwar Unemployment in International Perspective," Institute for Research on Labor and Employment, Working Paper Series qt7bw188gk, Institute of Industrial Relations, UC Berkeley.
    2. Jessica S. Bean, 2015. "‘To help keep the home going’: female labour supply in interwar London," Economic History Review, Economic History Society, vol. 68(2), pages 441-470, May.
    3. Timothy J. Hatton & Roy >. Bailey, 2000. "Seebohm Rowntree and the postwar poverty puzzle," Economic History Review, Economic History Society, vol. 53(3), pages 517-543, August.

  9. Bailey, Roy E, 1976. "On the Analytical Foundations of Wicksell's Cumulative Process," The Manchester School of Economic & Social Studies, University of Manchester, vol. 44(1), pages 52-71, March.

    Cited by:

    1. Siven, Claes-Henric, 2000. "Analytical Foundations of Erik Lindahl's Monetary Analysis, 1924-30," Research Papers in Economics 2000:14, Stockholm University, Department of Economics.
    2. Monissen, Hans G., 1999. "Knut Wicksell und die moderne Makroökonomik," W.E.P. - Würzburg Economic Papers 10, University of Würzburg, Department of Economics.

Books

  1. Bailey,Roy E., 2005. "The Economics of Financial Markets," Cambridge Books, Cambridge University Press, number 9780521612807, October.

    Cited by:

    1. Rafał Dreżewski & Grzegorz Dziuban & Karol Pająk, 2018. "The Bio-Inspired Optimization of Trading Strategies and Its Impact on the Efficient Market Hypothesis and Sustainable Development Strategies," Sustainability, MDPI, vol. 10(5), pages 1-45, May.
    2. Anne Schopp & William Acworth & Daniel Huppmann & Karsten Neuhoff, 2015. "Modelling a Market Stability Reserve in Carbon Markets," Discussion Papers of DIW Berlin 1483, DIW Berlin, German Institute for Economic Research.
    3. Nakamura, Yutaka, 2015. "Mean-variance utility," Journal of Economic Theory, Elsevier, vol. 160(C), pages 536-556.
    4. Catalin Drob, 2014. "Recent Evolution Of The Capital Markets In Romania," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
    5. Richstein, Jörn C. & Chappin, Émile J.L. & de Vries, Laurens J., 2015. "The market (in-)stability reserve for EU carbon emission trading: Why it might fail and how to improve it," Utilities Policy, Elsevier, vol. 35(C), pages 1-18.
    6. Moawia Alghalith, 2009. "Alternative theory of asset pricing," Journal of Asset Management, Palgrave Macmillan, vol. 10(2), pages 73-74, June.
    7. Massimo Mariani & Fabio Pizzutilo & Alessandra Caragnano & Marianna Zito, 2021. "Does it pay to be environmentally responsible? Investigating the effect on the weighted average cost of capital: Environmental commitment and the cost of capital," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1854-1869, November.
    8. Khrennikova, Polina, 2016. "Application of quantum master equation for long-term prognosis of asset-prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 253-263.
    9. Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021. "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper 106248, University Library of Munich, Germany.
    10. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    11. Daniel Detzer, 2012. "New instruments for banking regulation and monetary policy after the crisis," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 9(2), pages 233-254.
    12. Sheriffdeen A. Tella & Olumuyiwa G. Yinusa & Ayinde Taofeek Olusola & Saban Celik, 2011. "Global Economic Crisis And Stock Markets Efficiency: Evidence From Selected Africa Countries," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 25(1), pages 139-169.
    13. Chilosi, David, 2014. "Risky institutions: political regimes and the cost of public borrowing in early modern Italy," LSE Research Online Documents on Economics 59571, London School of Economics and Political Science, LSE Library.
    14. Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," JRFM, MDPI, vol. 5(1), pages 1-19, December.
    15. Anne Schopp & Karsten Neuhoff, 2013. "The Role of Hedging in Carbon Markets," Discussion Papers of DIW Berlin 1271, DIW Berlin, German Institute for Economic Research.
    16. M. Bartolozzi, 2010. "A multi agent model for the limit order book dynamics," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 78(2), pages 265-273, November.
    17. Argjira Kadrijaj Dushi & Safet Merovci, 2014. "The Effects of Exchange Rate Market in the Economy of Kosova," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 10(4), pages 5-18, August.
    18. Jamie Alcock & John Glascock & Eva Steiner, 2013. "Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 434-465, October.
    19. Coleman, Les, 2014. "Why finance theory fails to survive contact with the real world: A fund manager perspective," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 25(3), pages 226-236.
    20. Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
    21. Erdal Atukeren & Aylin Seçkin, 2007. "On the valuation of psychic returns to art market investments," Economics Bulletin, AccessEcon, vol. 26(5), pages 1-12.
    22. José A. Roldán-Casas & Mª B. García-Moreno García, 2022. "A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1289-1327, December.
    23. Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19433, University Library of Munich, Germany, revised Dec 2009.
    24. Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
    25. Stefanescu, Razvan & Dumitriu, Ramona, 2016. "Particularitǎţi ale evoluţiei variabilelor financiare [Some particularities of the financial variables evolution]," MPRA Paper 73481, University Library of Munich, Germany, revised 02 Sep 2016.
    26. Sasidharan, Anand, 2009. "Does seasonality persists in Indian stock markets?," MPRA Paper 24185, University Library of Munich, Germany, revised Aug 2010.
    27. Robert A. Becker, 2017. "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers 2017-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    28. Ripamonti, Alexandre, 2016. "Corwin-Schultz bid-ask spread estimator in the Brazilian stock market," MPRA Paper 79459, University Library of Munich, Germany.
    29. M. Bartolozzi & C. Mellen, 2009. "Local Risk Decomposition for High-frequency Trading Systems," Papers 0904.4099, arXiv.org, revised Feb 2011.
    30. Marco Bartolozzi, 2010. "A Multi Agent Model for the Limit Order Book Dynamics," Papers 1005.0182, arXiv.org, revised Oct 2010.
    31. Rahul Kumar Singh, 2023. "Efficiency of Wheat Futures across APMC Mandis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 681-701, September.
    32. Jian Zhang & Lee W. Sanning & Sherrill Shaffer, 2010. "Market Efficiency Test in the VIX Futures Market," CAMA Working Papers 2010-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.