Zulauf, Carl R.; Zhou, Haijiang; Roberts, Matthew C. - In: Journal of Futures Markets 26 (2006) 7, pp. 657-676
An updated supply of storage is estimated to reflect recent developments in the literature. This study adds a measure of price variability, specifically implied volatility. It also adds a measure of the call‐option value to sell stocks before the end of the storage period, specifically a...