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Theory of Storage and the Pricing of Commodity Claims

✍ Scribed by Martin J. Nielsen; Eduardo S. Schwartz

Book ID: 111606327
Publisher: Springer US
Year: 2004
Tongue: English
Weight: 360 KB
Volume: 7
Category: Article
ISSN: 1380-6645
DOI: 10.1023/b:redr.0000017026.28316.c8

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## Abstract Commodity pricing models generally explain the link between commodity prices and stock levels in terms of a stock‐out constraint or a convenience yield. Analysis of this link is provided using monthly London Metals Exchange copper, lead, and zinc prices obtained for the period November