create a website

Updating the Estimation of the Supply of Storage Model. (2005). Roberts, Matthew C. ; Zhou, Haijiang ; Zulauf, Carl R..
In: 2005 Annual meeting, July 24-27, Providence, RI.
RePEc:ags:aaea05:19122.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. ______ Convenience Yields as Call Options: An Empirical Analysis. The Journal of Futures Markets. 17(No. 1, Feb. 1997): 1-15.
    Paper not yet in RePEc: Add citation now
  2. Approximation for Convenience Yield in Commodity Futures Pricing. The Journal of Futures Markets. 22(No.10, 2002): 1005-1017.
    Paper not yet in RePEc: Add citation now
  3. Brennan, M. J. and E. Schwartz. Evaluating Natural Resource Investments. The Journal of Business. 58 (April 1985): 135-157.

  4. Brennan, M. J. The Supply of Storage. American Economic Review. 48(March 1958): 50-72. Brennan, M. J. The Price of Convenience and the Valuation of Commodity Contingent Claims. Stochastic Model and Option Values. Editors, D. Lund and B. Oksendal.
    Paper not yet in RePEc: Add citation now
  5. Bresnahan, T. F. and P. T. Spiller. Futures Market Backwardation Under Risk Neutrality. Economic Inquiry. 24(July 1986): 429-44 1.

  6. Fackler, P. L and M. J. Livingston. Optimal Storage by Crop Producers. American Journal ofAgricultural Economics. 84(August 2002): 645-659.

  7. Fama, E. F. and K. R. French. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage. Journal of Business. 60(No. 1, 1987): 55-73.

  8. Gray R. W. and A. E. Peck. The Chicago Wheat Futures Market: Recent Problems in Historical Perspective. Food Research Institute Studies. 18(No. 1, 1981): 89-115.

  9. Heaney, R. A Test of The Cost-of-Cany Relationship Using the London Metal Exchange Lead Contract. The Journal of Futures Markets. 18(No. 2, 1998): 177-200.
    Paper not yet in RePEc: Add citation now
  10. Heinkel, R., M. E. Howe, and J. S. Hughes. Commodity Convenience Yields as an Option Profit. The Journal of Futures Markets. 10(No. 5, 1990): 5 19-533.
    Paper not yet in RePEc: Add citation now
  11. Kaldor, N. Speculation and Economic Stability. The Review of Economic Studies. 7(October 1939): 1-27.

  12. Keynes, J. M. A Treatise on Money, Vol. 2: The Applied Theory of Money. New York, Harcourt, Brace and Company. 1930.
    Paper not yet in RePEc: Add citation now
  13. Litzenberger, R. H. and N. Rabinowitz. Backwardation in Oil Futures Markets: Theory and Empirical Evidence. The Journal of Finance. 50(December 1995): 15 17-1545.

  14. Longstaff, F. A. How Much Can Marketability Affect Security Values? The Journal of Finance. 50(December 1995): 1767-1774.

  15. Milonas, N. T. and S. B. Thomadakis. Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle. European Review of Agricultural Economics. 24(1997): 267-283.

  16. Richter, M. C. and C. Sorensen. Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. Working Paper, Department of Finance, Copenhagen Business School. 2002.

  17. Sharples, J. A. and F. D. Holland. Impact of the Farmer-Owned Reserve on Privately Owned Wheat Stocks. American Journal of Agricultural Economics. 63(August 1981): 538-543.

  18. Sorensen, C. Modeling Seasonality in Agricultural Commodity Futures. The Journal of Futures Markets. 22(No. 5, May 2002): 393-426.
    Paper not yet in RePEc: Add citation now
  19. Telser, L. G. Futures Trading and the Storage of Cotton and Wheat. Journal of Political Economy. 66(June 1958): 233-255.

  20. Thompson, S. Returns to Storage in Coffee and Cocoa Futures Markets. The Journal of Futures Markets. 6(No. 4, Winter 1986): 54 1-564.

  21. Tomek, W. G.. and R. W. Gray. Temporal Relationships among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles. American Journal of Agricultural Economics. 52(August 1970): 372-3 80.

  22. Weymar, H. The Supply of Storage Revisited. American Economic Review. 56(December 1966): 1226-1234.
    Paper not yet in RePEc: Add citation now
  23. Williams, J. C. and B. D. Wright. Storage and Commodity Markets. New York: Cambridge University Press. 1991.

  24. Working, H. Theory of the Inverse Carrying Charge in Futures Markets. Journal of Farm Economics. 30(February 1948): 1-28.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Profit Sharing under the Threat of Nationalization. (2010). Di Corato, Luca.
    In: Working Papers.
    RePEc:fem:femwpa:2010.5.

    Full description at Econpapers || Download paper

  2. Stochastic Switching Games and Duopolistic Competition in Emissions Markets. (2010). Ludkovski, Michael.
    In: Papers.
    RePEc:arx:papers:1001.3455.

    Full description at Econpapers || Download paper

  3. Tourism Investments Under Uncertainty: an Economic Analysis of Eco-monsters. (2008). Mussoni, Maurizio ; Castellani, Massimiliano ; Candela, Guido.
    In: Working Paper series.
    RePEc:rim:rimwps:07_08.

    Full description at Econpapers || Download paper

  4. Ramsey Waits: A Theory of Non-Exclusive Real Options with First-Mover Advantages. (2007). Thijssen, Jacco.
    In: Discussion Papers.
    RePEc:yor:yorken:07/17.

    Full description at Econpapers || Download paper

  5. Real Options using Markov Chains: an application to Production Capacity Decisions. (2007). Cames, Luis ; Fernando A. C. C. Fontes, ; Dalila B. M. M. Fontes, .
    In: FEP Working Papers.
    RePEc:por:fepwps:246.

    Full description at Econpapers || Download paper

  6. Investment, Consumption, and Hedging under Incomplete Markets. (2007). Wang, Neng ; Miao, Jianjun.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13250.

    Full description at Econpapers || Download paper

  7. A Dynamic Growth Model for Flows of Foreign Direct Investment. (2007). Li, Yiming ; Chiang, Yi-Hui ; Hung, Chih-Young .
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c012_047.

    Full description at Econpapers || Download paper

  8. The Dynamics of Mergers and Acquisitions in Oligopolistic Industries. (2007). Miao, Jianjun ; Hackbarth, Dirk ; Wang, Neng.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-017.

    Full description at Econpapers || Download paper

  9. Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development. (2006). Somerville, Craig ; Mayer, Christopher ; Bulan, Laarni .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12486.

    Full description at Econpapers || Download paper

  10. Equilibrium Exhaustible Resource Price Dynamics. (2006). Titman, Sheridan ; Khoker, Zeigham ; Carlson, Murray.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12000.

    Full description at Econpapers || Download paper

  11. Investment, Consumption and Hedging under Incomplete Markets. (2006). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
    RePEc:bos:macppr:wp2005-011.

    Full description at Econpapers || Download paper

  12. Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty. (2005). Zappia, Carlo ; Renò, Roberto ; Basili, Marcello ; Reno, Roberto.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:453.

    Full description at Econpapers || Download paper

  13. Concession lenght and investment timing flexibility. (2005). moretto, michele ; D'Alpaos, Chiara ; Dosi, Cesare.
    In: Working Papers.
    RePEc:ubs:wpaper:ubs0502.

    Full description at Econpapers || Download paper

  14. Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data. (2005). Urga, Giovanni ; TEMPLE, PAUL ; Driver, Ciaran.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0405.

    Full description at Econpapers || Download paper

  15. Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology. (2005). Routledge, Bryan ; Casassus, Jaime ; Collin-Dufresne, Pierre.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11864.

    Full description at Econpapers || Download paper

  16. Futures Prices in a Production Economy with Investment Constraints. (2005). Yaron, Amir ; Livdan, Dmitry ; Kogan, Leonid.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11509.

    Full description at Econpapers || Download paper

  17. Investment Timing, Agency, and Information. (2005). Wang, Neng ; Grenadier, Steven R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11148.

    Full description at Econpapers || Download paper

  18. Capital Budgeting with Taxes under Uncertainty and Irreversibility / Investitionsplanung mit Steuern bei Unsicherheit und Irreversibilität. (2005). Niemann, Rainer ; Sureth, Caren.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:225:y:2005:i:1:p:77-95.

    Full description at Econpapers || Download paper

  19. Concession Length and Investment Timing Flexibility. (2005). moretto, michele ; Alpaos, Chiara D. ; Dosi, Cesare.
    In: Working Papers.
    RePEc:fem:femwpa:2005.32.

    Full description at Econpapers || Download paper

  20. A comment on An arbitrage-free approach to quasi-option value by Coggins and Ramezani. (2004). Mensink, Paul.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1937.

    Full description at Econpapers || Download paper

  21. Risk, uncertainty and option exercise. (2004). Miao, Jianjun.
    In: Finance.
    RePEc:wpa:wuwpfi:0410013.

    Full description at Econpapers || Download paper

  22. Investment, Hedging, and Consumption Smoothing. (2004). Wang, Neng ; Miao, Jianjun.
    In: Finance.
    RePEc:wpa:wuwpfi:0407014.

    Full description at Econpapers || Download paper

  23. The Value of Flexibility in the Italian Water Service Sector: A Real Option Analysis. (2004). moretto, michele ; Dalpaos, Chiara.
    In: Working Papers.
    RePEc:fem:femwpa:2004.140.

    Full description at Econpapers || Download paper

  24. Valuation of a Biotech Company: A Real Options Approach. (2004). Pieiro, Diego ; Leon, Angel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2004_0420.

    Full description at Econpapers || Download paper

  25. Risk, Uncertainty, and Option Exercise. (2004). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-136.

    Full description at Econpapers || Download paper

  26. Patents and R&D as Real Options. (2003). Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10114.

    Full description at Econpapers || Download paper

  27. A Model of R&D Valuation and the Design of Research Incentives. (2003). Hsu, Jason C. ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10041.

    Full description at Econpapers || Download paper

  28. Stock Prices and IPO Waves. (2003). Pastor, Lubos ; Veronesi, Pietro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4002.

    Full description at Econpapers || Download paper

  29. Basics of electricity derivative pricing in competitive markets. (2002). Vehviläinen, Iivo ; Vehvilainen, Iivo.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:9:y:2002:i:1:p:45-60.

    Full description at Econpapers || Download paper

  30. Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. (2002). Richter, Martin ; Sorensen, Carsten.
    In: Working Papers.
    RePEc:hhs:cbsfin:2002_004.

    Full description at Econpapers || Download paper

  31. Taxation under Uncertainty – Problems of Dynamic Programming and Contingent Claims Analysis in Real Option Theory. (2002). Niemann, Rainer ; Sureth, Caren.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_709.

    Full description at Econpapers || Download paper

  32. Irreversible Investment under Interest Rate Variability: New Results. (2002). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_640.

    Full description at Econpapers || Download paper

  33. Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options. (1999). Yermack, David ; Clayton, Matthew.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-051.

    Full description at Econpapers || Download paper

  34. A Simple Approach for Deciding When to Invest. (1999). Berk, Jonathan B..
    In: American Economic Review.
    RePEc:aea:aecrev:v:89:y:1999:i:5:p:1319-1326.

    Full description at Econpapers || Download paper

  35. Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures: möglich oder unmöglich?. (1998). Buhler, Wolfgang ; Korn, Olaf.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5200.

    Full description at Econpapers || Download paper

  36. Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne.
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-278.

    Full description at Econpapers || Download paper

  37. A Simple Approach for Deciding When to Invest. (1998). Berk, Jonathan B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6678.

    Full description at Econpapers || Download paper

  38. Uncertainty and the price for crude oil reserves. (1996). Larson, Donald ; Considine, Timothy J..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1655.

    Full description at Econpapers || Download paper

  39. Efficiency of Bankrupt Firms and Industry Conditions: Theory and Evidence. (1996). Phillips, Gordon ; Maksimovic, Vojislav.
    In: Working Papers.
    RePEc:cen:wpaper:96-12.

    Full description at Econpapers || Download paper

  40. Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission. (1994). Robertson, Donald ; Milne, Alistair.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:9402.

    Full description at Econpapers || Download paper

  41. Curved Option Payoffs. (1992). Winsen, Joseph ; de Jager, Garry.
    In: Working Paper Series.
    RePEc:uts:wpaper:19.

    Full description at Econpapers || Download paper

  42. Costly Information, Informed Investors and the Use of Sophisticated Capital Budgeting Techniques. (1991). Freeman, Mark ; Hobbes, Garry .
    In: Working Paper Series.
    RePEc:uts:wpaper:1.

    Full description at Econpapers || Download paper

  43. On flexibility, capital structure, and investment decisions for the insured bank. (1991). Thomson, James ; Degennaro, Ramon ; Ritchken, Peter ; Li, Anlong.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9110.

    Full description at Econpapers || Download paper

  44. Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands. (1990). Baldwin, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3319.

    Full description at Econpapers || Download paper

  45. Inventories and the Short-Run Dynamics of Commodity Prices. (1990). Pindyck, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3295.

    Full description at Econpapers || Download paper

  46. Perishable Investment and Hysteresis in Capital Formation. (1989). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2930.

    Full description at Econpapers || Download paper

  47. Nonlinear Taxation of Risky Assets and Investment, With Application to Mining. (1988). Mackie-Mason, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2631.

    Full description at Econpapers || Download paper

  48. The Learning Curve and Optimal Production Under Uncertainty. (1987). Pindyck, Robert ; Majd, Saman .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2423.

    Full description at Econpapers || Download paper

  49. Irreversible Investment, Capacity Choice, and the Value of the Firm. (1986). Pindyck, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1980.

    Full description at Econpapers || Download paper

  50. Time to Build, Option Value, and Investment Decisions. (1985). Pindyck, Robert ; Majd, Saman .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1654.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-29 22:19:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.