How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock
Download full text from publisher
References listed on IDEAS
- Wu, Yangru & Zhang, Hua, 1997. "Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields," Review of Quantitative Finance and Accounting, Springer, vol. 8(1), pages 69-81, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
More about this item
KeywordsEconomic models; External shocks; Financial markets; Commodity markets; Commodity prices; Capital markets; Price adjustments; Asset pricing; inventories; futures price; futures prices; inventory; contango; General Equilibrium and Disequilibrium: General;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-16 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:10/222. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .