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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.; Hyndman, Cody B. - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
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Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
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On the behavior of commodity prices when speculative storage is bounded
Oglend, Atle; Kleppe, Tore Selland - In: Journal of economic dynamics & control 75 (2017), pp. 52-69
Persistent link: https://www.econbiz.de/10011817139
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Cross market predictions for commodity prices
Ding, Shusheng; Zhang, Yongmin - In: Economic modelling 91 (2020), pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
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Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît - In: Economic modelling 44 (2015), pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.; Koskela, Erkki - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
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Renewable resource management with stochastic recharge and environmental threats
Leizarowitz, Aryē; Tsur, Yaʿaḳov - In: Journal of economic dynamics & control 36 (2012) 5, pp. 736-753
Persistent link: https://www.econbiz.de/10009554304
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The environmental and macroeconomic effects of socially responsible investment
Dam, Lammertjan; Heijdra, Ben J. - In: Journal of economic dynamics & control 35 (2011) 9, pp. 1424-1434
Persistent link: https://www.econbiz.de/10009305639