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Theory of storage, inventory and volatility in the LME base metals · Study

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ArticleTheory of storage, inventory and volatility in the LME base metals

Hélyette Geman2012

Article2012

Theory of storage, inventory and volatility in the LME base metals

Hélyette Geman

99 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1904The Proof and Measurement of Association between Two Things 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1971A Treatise on Money 2010The proof and measurement of association between two things 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage 1939Speculation and Economic Stability 1976Speculation and Economic Stability

Cited by

2017Futures Trading and the Excess Co-movement of Commodity Prices 2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network 2017Volatility Forecasting of Non-Ferrous Metal Futures: Covariances, Covariates or Combinations?

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Year2012

Typearticle

Published2012-09-24

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations99

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2012.06.014

openalex_workW2060909347

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