Estimating the competitive storage model with stochastic trends in commodity prices
Year of publication: |
2021
|
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Authors: | Osmundsen, Kjartan Kloster ; Kleppe, Tore Selland ; Liesenfeld, Roman ; Oglend, Atle |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 4, Art.-No. 40, p. 1-24
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Subject: | Bayesian posterior analysis | commodity price dynamics | particle marginal Metropolis-Hastings | state-space model | Rohstoffpreis | Commodity price | Bayes-Statistik | Bayesian inference | Rohstoffmarkt | Commodity market | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9040040 [DOI] hdl:10419/248266 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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