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Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets

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  • Just, Richard
  • Rausser, Gordon

Abstract

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Suggested Citation

  • Just, Richard & Rausser, Gordon, 1985. "Expectations and Intertemporal Pricing in Commodity Futures and Spot Markets," CUDARE Working Papers 198283, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:198283
    DOI: 10.22004/ag.econ.198283
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    File URL: https://ageconsearch.umn.edu/record/198283/files/agecon-cal-376.pdf
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    2. Chen, Dean T. & Bessler, David A., "undated". "Impulse Responses and Intertemporal Pricing of Cotton," Staff Reports 257914, Texas A&M University, Agricultural and Food Policy Center.
    3. Glauber, Joseph W. & Powers, Nicholas J., 1985. "Inventory and Hedging Decision-Making Under A Multi-Period Planning Horizon and Price Uncertainty," 1985 Annual Meeting, August 4-7, Ames, Iowa 278562, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Féménia, Fabienne & Gohin, Alexandre, 2011. "Dynamic modelling of agricultural policies: The role of expectation schemes," Economic Modelling, Elsevier, vol. 28(4), pages 1950-1958, July.

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