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
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
Can Storage Arbitrage Explain Commodity Price Dynamics?
Cafiero, Carlo, Bobenrieth H., Eugenio S.A, Bobenrieth H., Juan R.A, Wright, Brian D
Year of Publication 2011
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Year of Publication 2011
Conference Proceeding