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How much of commodity price behavior can a rational expectations storage model explain?
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How much of commodity price behavior can a rational expectations storage model explain? (2005)How much of commodity price behavior can …Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators (2000)Estimating the rational expec…Equilibrium Forward Curves for Commodities (2000)Equilibrium Forward Curves fo…The value of public information in commodity futures markets (1997)The value of public informati…Economic Behavior Under Uncertainty: A Joint Analysis of Risk Preferences and Technology (1996)Economic Behavior Under Uncer…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…A Theory of Commodity Price Fluctuations (1996)A Theory of Commodity Price F…Estimating a nonlinear rational expectations commodity price model with unobservable state variables (1995)Estimating a nonlinear ration…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Storage and Commodity Markets (1991)Storage and Commodity MarketsAcreage Decisions Under Risk: The Case of Corn and Soybeans (1990)Acreage Decisions Under Risk:…Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions (1989)Are Harvest Forecasts News? U…The Effects of Commodity Price Stabilization Programs (1988)The Effects of Commodity Pric…Estimating Supply Response in the Presence of Farm Programs (1985)Estimating Supply Response in…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Futures Trading and the Storage of Cotton and Wheat (1958)Futures Trading and the Stora…Risk Aversion in the Small and in the Large (1976)Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India (1981)Econometric Estimation of Producers' Risk Attitudes (1987)Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis (2004)On the measurement of risk aversion from experimental data (2004)Risk preferences and pesticide use by cotton farmers in China (2013)Recursive Methods in Economic Dynamics (1989)Storage and Commodity Markets. (1992)Soybean Inventory and Forward Curve Dynamics (2005)On the Comovement of Commodity Prices (2006)Weather, storage, and natural gas price dynamics: Fundamentals and volatility (2006)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Options, Futures and Other Derivatives (2003)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Oil Prices and the Stock Market (2012)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Aspects of the Theory of Risk-Bearing. (1966)Limited-dependent and qualitative variables in econometrics (1983)Joint Estimation of Risk Preference Structure and Technology Using Expo‐Power Utility (1994)Models to support cropping plan and crop rotation decisions. A review (2011)The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)The Economics of Grain Price Volatility (2011)The Simultaneous Determination of Spot and Futures Prices (1976)Business Cycles and the Behavior of Metals Prices (1988)The Economics of Pollution Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments (2000)Modeling seasonality in agricultural commodity futures (2002)Volatility and commodity price dynamics (2004)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1958Futures Trading and the Storage of Cotton and Wheat553 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 2000Equilibrium Forward Curves for Commodities475 cited
  • 1990Acreage Decisions Under Risk: The Case of Corn and Soybeans452 cited
  • 1991Storage and Commodity Markets416 cited
  • 1996Economic Behavior Under Uncertainty: A Joint Analysis of Risk Preferences and Technology336 cited
  • 1996A Theory of Commodity Price Fluctuations219 cited
  • 2000Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators159 cited
  • 1988The Effects of Commodity Price Stabilization Programs138 cited
  • 1985Estimating Supply Response in the Presence of Farm Programs129 cited
  • 1989Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions115 cited
  • 1995Estimating a nonlinear rational expectations commodity price model with unobservable state variables104 cited

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  • 1997The value of public information in commodity futures markets101 cited
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