A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
Bobenrieth H., Eugenio S. A., Bobenrieth H., Juan R. A., Wright, Brian D.
Published in Econometrica (01.05.2002)
Published in Econometrica (01.05.2002)
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Journal Article
The empirical relevance of the competitive storage model
Cafiero, Carlo, Bobenrieth H., Eugenio S.A., Bobenrieth H., Juan R.A., Wright, Brian D.
Published in Journal of econometrics (01.05.2011)
Published in Journal of econometrics (01.05.2011)
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Journal Article
Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices
Published in The Economics of Food Price Volatility
(2014)
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Book Chapter
A Model of Supply of Storage
Wright, Brian Davern, Bobenrieth, Eugenio Sebastian Antonio, Bobenrieth H, Juan R A
Published in Economic Development and Cultural Change (2004)
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Published in Economic Development and Cultural Change (2004)
Journal Article