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A dynamic model of hedging and speculation in the commodity futures markets

Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011477250

Do hedging and speculative pressures drive commodity prices, or the other way round?

Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603

Persistent link: https://www.econbiz.de/10011333378

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

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

Commodity Pricing : Time-Varying Discount Rates vs. Investors’ Heterogeneity

Bredin, Donal; Potì, Valerio; Salvador, Enrique - 2023

On the 30th anniversary of the seminal article by Pindyck (1993), we re-evaluate the evidence for the classical rational model of commodity prices, extending it to admit time- varying discount rates, investors’ heterogeneity or both. Discount factors specifications are flexible enough to allow...

Persistent link: https://www.econbiz.de/10014351164