The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives
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DOI: 10.1111/joes.12291
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- 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.
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Cited by:
- Nicolas Legrand, 2023.
"“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension,"
Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(3), pages 1493-1514, September.
- Nicolas Legrand, 2023. "“The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension," Post-Print hal-03809789, HAL.
- 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).
- Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Tore S. Kleppe & Atle Oglend, 2019. "Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(7), pages 865-889, July.
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More about this item
Keywords
empirical validation; storage model; structural econometrics; commodity price dynamics;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2018-12-24 (Risk Management)
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