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Commodity Price Volatility, Vulnerability and Development

โœ Scribed by Jean-Louis Combes; Patrick Guillaumont

Book ID
108517714
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
138 KB
Volume
20
Category
Article
ISSN
0950-6764

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๐Ÿ“œ SIMILAR VOLUMES

Volatility and commodity price dynamics
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โœ Robert S. Pindyck ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 163 KB

## Abstract Commodity prices are volatile, and volatility itself varies over time. Changes in volatility can affect market variables by directly affecting the marginal value of storage, and by affecting a component of the total marginal cost of production, the opportunity cost of producing the comm

Time series volatility of commodity futu
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This article examines the pattern of volatility over time of a series of commodity futures prices, and focuses in particular on the futures price variability as the maturity date of the futures contract approaches. In a rational expectations model of asymmetric information, the article provides cond