Updating the Estimation of the Supply of Storage Model

An updated supply of storage equation is estimated to reflect recent developments in the theoretical and empirical literature. Among the findings is an inverse relationship between storage cost adjusted price spread and a proxy measure of convenience yield, and a curvilinear relationship between stocks-to-use ratio and implied volatility.

MoreLess

Year of publication:	2005
Authors:	Zulauf, Carl R. ; Zhou, Haijiang ; Roberts, Matthew C.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	supply of storage \| implied volatility \| convenience yield \| Research Methods/ Statistical Methods

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	2005 Annual meeting, July 24-27, Providence, RI.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2005 Annual meeting, July 24-27, Providence, RI Number 19122
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005327354