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On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices

Aiube, Fernando Antônio Lucena; Samanez, Carlos P. - In: Applied economics 46 (2014) 28/30, pp. 3736-3749

Persistent link: https://www.econbiz.de/10010419938

Time-varying market price of risk and autoregressive error structure of oil prices

Souza, Carla Gomes Costa de; Aiube, Fernando Antônio Lucena - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 1, pp. 133-141

Persistent link: https://www.econbiz.de/10012307969

Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime

Aiube, Fernando Antônio Lucena; Samanez, Carlos P.; … - In: Applied economics 49 (2017) 9, pp. 860-871

Persistent link: https://www.econbiz.de/10011811070

Developing Policy Relevant Agrifood Models

Rude, James; Meilke, Karl D. - In: Journal of Agricultural and Applied Economics 36 (2004) 02

The opportunities and challenges of incorporating accurate policy representations into institutional partial equilibrium commodity models were investigated. Six issues are raised: commodity space definition, vertical linkages, assessing market power, the changing nature of government support,...

Persistent link: https://www.econbiz.de/10005469122