Soybean inventory and forward curve dynamics

Management Science

Volumn 51, Issue 7, 2005, Pages 1076-1091

  Geman, Hélyette ^a   Nguyen, Vu Nhat ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Scarcity related volatility; State variables; Term structure of soybean forward prices

Indexed keywords

CONTRACTS; COSTS; DATABASE SYSTEMS; FOOD ADDITIVES; FUNCTIONS; LINEAR SYSTEMS;

PRICE VOLATILITY; SCARCITY-RELATED VOLATILITY; STATE VARIABLES; TERM STRUCTURE OF SOYBEAN FORWARD PRICES;

INVENTORY CONTROL;

EID: 25144525675     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1050.0361     Document Type: Review

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