Competitive storage and commodity price dynamics

Journal of Political Economy

Volumn 104, Issue 5, 1996, Pages 896-923

  Deaton, Angus ^a   Laroque, Guy ^b  

^a PRINCETON UNIVERSITY   (United States)

^b Inst Natl Statistique Etud E

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000271915     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/262046     Document Type: Article

References (10)

1. Chambers, Marcus J., and Bailey, Roy E. "A Theory of Commodity Price Fluctuations." Discussion Paper no. 432. Colchester: Univ. Essex, Dept. Econ., August 1994.
2. _. "A Theory of Commodity Price Fluctuations." J.P.E. 104 (October 1996): 924-57.
3. Deaton, Angus, and Laroque, Guy. "On the Behaviour of Commodity Prices." Rev. Econ. Studies 59 (January 1992): 1-23.
4. _. "Estimating a Nonlinear Rational Expectations Model with Unobservable State Variables." J. Appl. Econometrics 10 (1995): S9-S40.
5. Gilbert, Christopher L. "International Commodity Agreements: Design and Performance." World Development 15 (May 1987): 591-616.
6. Gourieroux, Christian; Monfort, Alain; and Trognon, Alain. "Pseudo Maximum Likelihood Methods: Theory." Econometrica 52 (May 1984): 681-700.
7. Laroque, Guy, and Salanié, Bernard. "Estimating the Canonical Disequilibrium Model: Asymptotic Theory and Finite Sample Properties." J. Econometrics 62 (June 1994): 165-210.
8. Newbery, David M. G., and Stiglitz, Joseph E. The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. Oxford: Oxford Univ. Press, 1981.
9. Samuelson, Paul A. "Stochastic Speculative Price." Proc. Nat. Acad. Sci. 68 (February 1971): 335-37.
10. Williams, Jeffrey C., and Wright, Brian D. Storage and Commodity Markets. Cambridge: Cambridge Univ. Press, 1991.