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Solving dynamic stochastic models with multiple occasionally binding constraints
(ELSEVIER, 2021)
Non-negativity and capacity constraints on accumulation, and price floors, have particular relevance for water, oil, gas, electricity, and other energy commodities. Such constraints are empirically relevant; even if ...
The inefficiency of interest-rate subsidies in commodity price stabilization
(Oxford University Press, 1996)
Interest-rate subsidies have been used to stimulate commodity stockholding, with the intention of stabilizing prices. However, reductions in price variability can be achieved at less government cost using a direct storage ...
Agricultural commodities pricing model applied to the Brazilian sugar market
(WILEY-BLACKWELLHOBOKEN, 2012)
This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous ...
Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a "Negligible" TrendJEL codes
(AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 2022)
Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a "Negligible" TrendJEL codes
(AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 2022)
Preços de commodities agrícolas e o comportamento de mercado invertido (backwardation): o caso da soja
(2013-01-28)
The relationship between spot and future market and commodity price Backwardation have had an emphasis on the literature of economics and finance. The aim of this paper is to present the main causes responsible for the ...
A historical perspective of the informational content of commodity futures.
This article extends Chinn and Coibion (2014)'s work--Journal of Futures Markets 34-- on predictive content of commodity futures by considering a more comprehensive database and a longer time span, ranging from 25 to 65 ...