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Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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Information and inventories in high-frequency trading
Muhle-Karbe, Johannes; Webster, Kevin - 2015
We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...
Persistent link: https://www.econbiz.de/10011412266
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US farm policy and the volatility of commodity prices and farm revenues
Lence, Sergio H.; Hayes, Dermot James - In: American journal of agricultural economics 84 (2002) 2, pp. 335-351
Persistent link: https://www.econbiz.de/10001683994
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Public information, private information, inventory control, and volatility of intraday NTS USD exchange rates
Gau, Y.-F.; Hua, M. - In: Applied economics letters 11 (2004) 4, pp. 263-266
Persistent link: https://www.econbiz.de/10002001508
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Inventories as an asset : the volatility of copper prices
Bresnahan, Timothy F.; Suslow, Valerie Y. - In: International economic review 26 (1985) 2, pp. 409-424
Persistent link: https://www.econbiz.de/10001943873
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Precautionary inventories and volatility of production
Singh, Anita; Ramamohan Rao, T. V. S. - In: The Indian journal of economics 79 (1998) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10001374708
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Asymmetric volatility in commodity markets
Chen, Yu-Fu; Mu, Xiaoyi - In: Journal of commodity markets 22 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012807733
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Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi - In: Asia Pacific financial markets 27 (2020) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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Optimal procurement and inventory control in volatile commodity markets : advances in stochastic and data-driven optimization
Mandl, Christian - 2019
Persistent link: https://www.econbiz.de/10012104904
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Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner; Özekici, Süleyman; Karaesmen, Fikri - In: International journal of production economics 270 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015049188