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A foundation for the solution of consumptionsaving behavior with a borrowing constraint and unbounded marginal utility

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: Journal of economic dynamics & control 32 (2008) 3, pp. 695-708

Persistent link: https://www.econbiz.de/10003687438

Theoretical advances in the modeling of storage and speculation

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: Agricultural commodity markets and trade : new …, (pp. 115-133). 2006

Persistent link: https://www.econbiz.de/10003393983

Strict concavity of the value function for a family of dynamic accumulation models

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: The B.E. journal of theoretical economics 12 (2012) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10009546647

Bubble troubles? : rational storage, mean reversion and runs in commodity prices

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - 2013

Persistent link: https://www.econbiz.de/10009749431

Bubble troubles? : rational storage, mean reversion, and runs in commodity prices

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: The economics of food price volatility, (pp. 193-208). 2014

Persistent link: https://www.econbiz.de/10010434181

The empirical relevance of the competive storage model

Cafiero, Carlo; Bobenrieth H., Eugenio S.; Bobenrieth … - In: Journal of econometrics 162 (2011) 1, pp. 44-54

Persistent link: https://www.econbiz.de/10009270711

Maximum likelihood estimation of the standard commodity storage model : evidence from sugar prices

Cafiero, Carlo; Bobenrieth H., Eugenio S.; Bobenrieth … - In: American journal of agricultural economics 97 (2015) 1, pp. 122-136

Persistent link: https://www.econbiz.de/10011294263

A model of supply of storage

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: Economic development and cultural change 52 (2004) 3, pp. 605-616

Persistent link: https://www.econbiz.de/10002126949

A commodity price process with a unique continuous invariant distribution having infinite mean

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1213-1219

Persistent link: https://www.econbiz.de/10001688049

Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices

Bobenrieth H., Eugenio S. - 2013

High and volatile prices of major commodities have generated a wide array of analyses and policy prescriptions, including influential studies identifying price bubbles in periods of high volatility. Here we consider a model of the market for a storable commodity in which price expectations are...

Persistent link: https://www.econbiz.de/10013082152