Looking for Evidence of Speculative Stockholding in Commodity Markets
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Other versions of this item:
- Ng, Serena, 1996. "Looking for evidence of speculative stockholding in commodity markets," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 123-143.
- Ng, S., 1995. "Looking for Evidence of Speculative Stockholding in Commodity Markets," Cahiers de recherche 9514, Universite de Montreal, Departement de sciences economiques.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Christophe Gouel, 2012.
"Agricultural Price Instability: A Survey Of Competing Explanations And Remedies,"
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- Christophe Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
- Cesar Revoredo, 2000. "On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors," Computing in Economics and Finance 2000 42, Society for Computational Economics.
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- Alexander Michaelides & Serena Ng, 1997. "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics 373, Boston College Department of Economics.
- Michaelides, Alexander & Ng, Serena, 2000. "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics 198, London School of Economics and Political Science, LSE Library.
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- Ron Alquist & Saroj Bhattarai & Olivier Coibion, 2014.
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- Hikaru Hanawa Peterson & William G. Tomek, 2005.
"How much of commodity price behavior can a rational expectations storage model explain?,"
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More about this item
KeywordsCOMMODITY PRICES; SPECULATION;
StatisticsAccess and download statistics
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