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Bayesian Estimation of the Storage Model using Information on Quantities

Listed author(s):
  • Gouel, Christophe
  • Legrand, Nicolas

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File URL: http://purl.umn.edu/235599
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Paper provided by Agricultural and Applied Economics Association in its series 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts with number 235599.

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Date of creation: 2016
Handle: RePEc:ags:aaea16:235599
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  1. Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
  2. Carlo Cafiero & Eugenio S.A. Bobenrieth H. & Juan R.A. Bobenrieth H. & Brian D. Wright, 2015. "Maximum Likelihood Estimation of the Standard Commodity Storage Model: Evidence from Sugar Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 122-136.
  3. 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.
  4. 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.
  5. Lucille Williamson & Paul Williamson, 1942. "What We Eat," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(3), pages 698-703.
  6. Deaton, A. & Laroque, G., 1989. "On The Behavior Of Commodity Prices," Papers 145, Princeton, Woodrow Wilson School - Public and International Affairs.
  7. Christophe Gouel, 2013. "Comparing Numerical Methods for Solving the Competitive Storage Model," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 267-295, February.
  8. Christopher Carroll, 2005. "The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems," Economics Working Paper Archive 520, The Johns Hopkins University,Department of Economics.
  9. Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Working Papers 3317, National Bureau of Economic Research, Inc.
    • Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Chapters, in: NBER Macroeconomics Annual 1990, Volume 5, pages 15-74 National Bureau of Economic Research, Inc.
  10. Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers 2015-15, University of Paris West - Nanterre la Défense, EconomiX.
  11. Wright, Brian D & Williams, Jeffrey C, 1982. "The Economic Role of Commodity Storage," Economic Journal, Royal Economic Society, vol. 92(367), pages 596-614, September.
  12. Michael J. Roberts & Wolfram Schlenker, 2010. "Identifying Supply and Demand Elasticities of Agricultural Commodities: Implications for the US Ethanol Mandate," NBER Working Papers 15921, National Bureau of Economic Research, Inc.
  13. V. Ernesto Alex Guerra & Eugenio Sebastián Antonio Bobenrieth H. & Juan Rodrigo Andrés Bobenrieth H. & Carlo Cafiero, 2015. "Editor's choice Empirical commodity storage model: the challenge of matching data and theory," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 42(4), pages 607-623.
  14. Michael K. Adjemian & Aaron Smith, 2012. "Using USDA Forecasts to Estimate the Price Flexibility of Demand for Agricultural Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(4), pages 978-995.
  15. Deaton, Angus & Laroque, Guy, 1996. "Competitive Storage and Commodity Price Dynamics," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 896-923, October.
  16. Gustafson, Robert L., 1958. "Carryover levels for grains: A method for determining amounts that are optimal under specified conditions," Technical Bulletins 157231, United States Department of Agriculture, Economic Research Service.
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