create a website

A behavioral cobweb model with heterogeneous speculators. (2004). Westerhoff, Frank ; Wieland, Cristian.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:171.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 23

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Cobweb price dynamics under the presence of agricultural futures market: theoretical analysis. (2020). Vashishtha, Ashutosh.
    In: International Review of Economics.
    RePEc:spr:inrvec:v:67:y:2020:i:2:d:10.1007_s12232-019-00335-8.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Borenzstein, E., Kann, M., Reinhart, C. and Wickham, P. (1994): The behavior of non-oil commodity prices. IMF Occasional Paper 112, IMF: Washington.

  2. Brock, W. and Hommes, C. (1997): A rational route to randomness. Econometrica, 65, 1059- 1095.

  3. Brock, W. and Hommes, C. (1998): Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics Control, 22, 1235-1274.

  4. Canoles, B., Thompson, S., Irwin, S., and France, V. (1998): An analysis of the profiles and motivations of habitual commodity speculators. Journal of Futures Markets, 18, 765-801.

  5. Cashin, P., McDermott, J. and Scott, A. (2002): Booms and slumps in world commodity prices. Journal of Development Economics, 69, 277-296.

  6. Coase, R. and Fowler, R. (1937): The pig cycle in Great Britain: An explanation. Economica 4, 55-82.
    Paper not yet in RePEc: Add citation now
  7. Day, R. (1994): Complex economic dynamics: An introduction to dynamical systems and market mechanisms. MIT Press: Cambridge.
    Paper not yet in RePEc: Add citation now
  8. Day, R. and Huang, W. (1990): Bulls, bears and market sheep. Journal of Economic Behavior and Organization, 14, 299-329.

  9. De Grauwe, P., Dewachter, H. and Embrechts, M. (1993): Exchange rate theory: Chaotic models of foreign exchange markets. Blackwell: Oxford.
    Paper not yet in RePEc: Add citation now
  10. Deaton, A. (1999): Commodity prices and growth in Africa. Journal of Economic Perspectives, 13, 23-40.

  11. Draper, D. (1985): The small public trader in futures markets. In: Peck, A. (Ed.): Futures Markets: Regulatory Issues. American Enterprise Institute for Public Policy Research: Washington, 211-269.
    Paper not yet in RePEc: Add citation now
  12. Ezekiel, M. (1938): The cobweb theorem. Quarterly Journal of Economics, 52, 255-280.

  13. Hommes, C. (1994): Dynamics of the cobweb model with adaptive expectations and non- linear supply and demand. Journal of Economic Behavior and Organization, 24, 315-335.

  14. Hommes, C. (1998): On the consistency of backward-looking expectations: The case of the cobweb. Journal of Economic Behavior and Organization, 33, 333-362.

  15. Hommes, C. (2001): Financial markets as nonlinear adaptive evolutionary systems.

  16. Lux, T. and Marchesi, M. (2000): Volatility clustering in financial markets: A micro- simulation of interacting agents. International Journal of Theoretical and Applied Finance, 3, 675-702.
    Paper not yet in RePEc: Add citation now
  17. Nerlove, M. (1958): Adaptive expectations and cobweb phenomena. Quarterly Journal of Economics, 227-240.

  18. Newbery, D. and Stiglitz, J. (1981): The theory of commodity price stabilization: a study in the economics of risk. Claredon Press: Oxford.

  19. Quantitative Finance, 1, 149-167. Huang, W. and Day, R. (1993): Chaotically switching bear and bull markets: The derivation of stock price distributions from behavioral rules. In: Day, R. and Chen, P. (Eds.): Non- linear dynamics and evolutionary economics. Oxford University Press: Oxford, 169-182.
    Paper not yet in RePEc: Add citation now
  20. Sanders, D., Irwin, S. and Leuthold, R. (2000): Noise trader sentiment in futures markets. In: Goss, B. (Ed.) Models of futures markets. Routledge: London, 86-116.

  21. Smidt, S. (1965): Amateur speculators: A survey of trading strategies, information sources and patterns of entry and exit from commodity futures markets by non-professional speculators. Cornell Studies in Policy and Administration, Cornell University.
    Paper not yet in RePEc: Add citation now
  22. Weiner, R. (2002): Sheep in wolves´ clothing? Speculators and price volatility in petroleum futures. Quarterly Review of Economics and Finance, 42, 391-400.

  23. Westerhoff, F. (2003): Anchoring and psychological barriers in foreign exchange markets.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. What drives nickel prices: A structural VAR approach. (2018). Ehrlich, Lars G.
    In: HWWI Research Papers.
    RePEc:zbw:hwwirp:186.

    Full description at Econpapers || Download paper

  2. Financialisation, oil and the Great Recession. (2015). Nesvetailova, Anastasia ; Gkanoutas-Leventis, Angelos.
    In: Energy Policy.
    RePEc:eee:enepol:v:86:y:2015:i:c:p:891-902.

    Full description at Econpapers || Download paper

  3. Dynamic Persistence of Primary Commodity Prices. (2013). Ghoshray, Atanu.
    In: American Journal of Agricultural Economics.
    RePEc:oup:ajagec:v:95:y:2013:i:1:p:153-164.

    Full description at Econpapers || Download paper

  4. Precios de bienes primarios e inflación en Colombia. (2013). Chavarro-Sanchez, Ximena ; Arango-Thomas, Luis Eduardo ; Gonzalez-Molano, Eliana Rocio.
    In: Chapters.
    RePEc:bdr:bdrcap:2013-09-487-532.

    Full description at Econpapers || Download paper

  5. Determinants of commodity prices. (2012). Florez, Luz ; Arango Thomas, Luis ; Arias-Rodríguez, Fernando.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:2:p:135-145.

    Full description at Econpapers || Download paper

  6. Precios de bienes primarios e inflación en Colombia. (2012). González-Molano, Eliana ; Arango Thomas, Luis ; Chavarro, Ximena ; Gonzalez, Eliana Rocio .
    In: Borradores de Economia.
    RePEc:bdr:borrec:712.

    Full description at Econpapers || Download paper

  7. Resources, innovation and growth in the global economy. (2011). Valente, Simone ; Peretto, Pietro.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:4:p:387-399.

    Full description at Econpapers || Download paper

  8. Interacting cobweb markets. (2010). Westerhoff, Frank ; Dieci, Roberto.
    In: Post-Print.
    RePEc:hal:journl:hal-00849411.

    Full description at Econpapers || Download paper

  9. Resource Wealth, Innovation and Growth in the Global Economy. (2010). Valente, Simone ; Peretto, Pietro.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:10-124.

    Full description at Econpapers || Download paper

  10. Interacting cobweb markets. (2010). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:3:p:461-481.

    Full description at Econpapers || Download paper

  11. A behavioral cobweb-like commodity market model with heterogeneous speculators. (2010). Westerhoff, Frank ; Wieland, Cristian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1136-1143.

    Full description at Econpapers || Download paper

  12. Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf.
    In: German Economic Review.
    RePEc:bla:germec:v:10:y:2009:i::p:270-283.

    Full description at Econpapers || Download paper

  13. Non‐Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf.
    In: German Economic Review.
    RePEc:bla:germec:v:10:y:2009:i:3:p:270-283.

    Full description at Econpapers || Download paper

  14. Global macroeconomic developments and poverty. (2008). Diaz-Bonilla, Eugenio.
    In: IFPRI discussion papers.
    RePEc:fpr:ifprid:766.

    Full description at Econpapers || Download paper

  15. Trends, Fluctuations, and Determinants of Commodity Prices. (2008). Florez, Luz ; Arango Thomas, Luis ; Arias-Rodríguez, Fernando.
    In: Borradores de Economia.
    RePEc:col:000094:004734.

    Full description at Econpapers || Download paper

  16. Commodity price cycles and heterogeneous speculators: a STAR–GARCH model. (2007). Westerhoff, Frank ; Reitz, Stefan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:33:y:2007:i:2:p:231-244.

    Full description at Econpapers || Download paper

  17. Commodity Funds: How To Fix Them?. (2007). Villemot, Sébastien ; FALLY, Thibault ; Cohen, Daniel.
    In: OECD Development Centre Policy Briefs.
    RePEc:oec:devaab:32-en.

    Full description at Econpapers || Download paper

  18. An assessment of time series methods in metal price forecasting. (2005). Lenihan, Helena ; Dooley, Gillian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:30:y:2005:i:3:p:208-217.

    Full description at Econpapers || Download paper

  19. A behavioral cobweb model with heterogeneous speculators. (2004). Westerhoff, Frank ; Wieland, Cristian.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:171.

    Full description at Econpapers || Download paper

  20. CEPAL Review no.76. (2002). .
    In: Revista CEPAL.
    RePEc:ecr:col070:37876.

    Full description at Econpapers || Download paper

  21. Bolivias commodity price shock. (2002). Telleria, Gabriel Loza .
    In: Revista CEPAL.
    RePEc:ecr:col070:10871.

    Full description at Econpapers || Download paper

  22. El shock de precios de los productos básicos en Bolivia. (2002). Telleria, Gabriel Loza .
    In: Revista CEPAL.
    RePEc:ecr:col070:10808.

    Full description at Econpapers || Download paper

  23. El deterioro de los precios de los productos básicos de exportación de Bolivia durante el shock externo de 1998 y 1999. (2001). Telleria, Gabriel Loza .
    In: Revista de Análisis del BCB.
    RePEc:blv:journl:v:4:y:2000:i:1:p:129-168.

    Full description at Econpapers || Download paper

  24. Booms and slumps in world commodity prices. (1999). McDermott, Christopher ; Cashin, Paul ; Scott, Alasdair.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1999/08.

    Full description at Econpapers || Download paper

  25. How Persistent Are Shocks to World Commodity Prices?. (1999). McDermott, Christopher ; Cashin, Paul ; Liang, Hong.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1999/080.

    Full description at Econpapers || Download paper

  26. The IMF, the world bank and commodity prices: A case of shifting sands?. (1998). Singer, Hans ; Sapsford, David.
    In: World Development.
    RePEc:eee:wdevel:v:26:y:1998:i:9:p:1653-1660.

    Full description at Econpapers || Download paper

  27. Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?. (1998). Plourde, Andre ; Watkins, G. C..
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:20:y:1998:i:3:p:245-262.

    Full description at Econpapers || Download paper

  28. Sedate price trends on world raw. (1997). Matthies, Klaus.
    In: Intereconomics: Review of European Economic Policy.
    RePEc:spr:intere:v:32:y:1997:i:6:p:301-304.

    Full description at Econpapers || Download paper

  29. Review - Debt, Adjustment and Recovery. (1996). Bleaney, Michael.
    In: The World Economy.
    RePEc:bla:worlde:v:19:y:1996:i:3:p:367-378.

    Full description at Econpapers || Download paper

  30. Global Metal Markets: Accounting for performance (Part 1/3). (1995). Greig, R. A..
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:95-04.

    Full description at Econpapers || Download paper

  31. Crude Oil Prices: How Volatile in relation to Other Commodities?. (1993). Plourde, Andre ; Watkins, G. C..
    In: Working Papers.
    RePEc:ott:wpaper:9304e.

    Full description at Econpapers || Download paper

  32. Can Nonhomothetic Preferences Explain the Post World War II Growth in Trade?. (). Bergoeing, Raphael.
    In: ILADES-UAH Working Papers.
    RePEc:ila:ilades:inv105.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 14:27:12 || 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.