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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

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

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

A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy

Chang, Jack S. K.; Chang, Carolyn; Shi, Min - In: Journal of the Operational Research Society : OR 66 (2015) 3, pp. 405-420

Persistent link: https://www.econbiz.de/10010487462

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