A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics
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More about this item
Keywordscommodity price determination; staggered pricing; high persistence; conditional heteroskedasticity; simulated method of moments;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-14 (All new papers)
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