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Stochastic Speculative Price
0 references·16 citing·58 second hopsampled
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  • 2009Market integration among electricity markets and their major fuel source markets140 cited
  • 2009The empirical relevance of the competitive storage model132 cited
  • 1999Commodity futures markets: a survey112 cited
  • 1995Estimating a nonlinear rational expectations commodity price model with unobservable state variables104 cited
  • 2012Price volatility in food markets: can stock building mitigate price fluctuations?93 cited
  • 2004Natural gas prices and the gas storage report: Public news and volatility in energy futures markets90 cited
  • 1984Understanding futures markets88 cited
  • 2010A Century of Research on Agricultural Markets85 cited
  • 1982OPTIMAL COMMODITY STOCK-PILING RULES81 cited
  • 2009RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK77 cited
  • 2013Stocks‐to‐use ratios and prices as indicators of vulnerability to spikes in global cereal markets69 cited
  • 2003Market News in Commodity Price Theory: Application to the Ethiopian Grain Market52 cited
  • 2021Emissions trading with rolling horizons51 cited
  • 2003The Myth of Co-Moving Commodity Prices51 cited

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2015
Food–energy nexus in Europe: Price volatility approach
50 cited
  • 2007Inventory, Speculation, and Sourcing Strategies in the Presence of Online Exchanges37 cited