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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

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

Managing storable commodity risks : the role of inventory and financial hedge

Kouvelis, Panos; Li, Rong; Ding, Qing - In: Manufacturing & service operations management : M & SOM 15 (2013) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10009782007

Futures Basis, Inventory and Commodity Price Volatility : An Empirical Analysis

Symeonidis, Lazaros - 2013

price volatility is a decreasing function of inventory for the majority of commodities in our sample. This effect is more …We employ a large dataset of physical inventory data on 21 different commodities for the period 1993-2011 to … empirically analyze the behaviour of commodity prices and their volatility as predicted by the theory of storage. We examine two …

Persistent link: https://www.econbiz.de/10013092243