𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A model of commodity prices after Sir Arthur Lewis

✍ Scribed by Angus Deaton; Guy Laroque

Book ID
117470068
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
210 KB
Volume
71
Category
Article
ISSN
0304-3878

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A multicommodity model of futures prices
A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another
✍ Gonzalo Cortazar; Carlos Milla; Felipe Severino πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 961 KB

## Abstract This article proposes a multicommodity model of futures prices of more than one commodity that allows the use of long‐maturity futures prices available for one commodity to estimate futures prices for the other. The model considers that commodity prices have common and commodity‐specifi