Data/hora: 05/06/2024 03:25:01

Provedor de dados: | 31
País: | United States
Título: | Updating the Estimation of the Supply of Storage Model
Autores: | Zulauf,   Carl R.; Zhou,   Haijiang; Roberts,   Matthew C.
Data: | 2005-05-16
Ano: | 2005
Palavras-chave: | Supply of storage; Implied volatility; Convenience yield; Research Methods/ Statistical Methods; Q11; Q14; G10.
Resumo: | An updated supply of storage equation is estimated to reflect recent developments in the theoretical and empirical literature.  Among the findings is an inverse relationship between storage cost adjusted price spread and a proxy measure of convenience yield, and a curvilinear relationship between stocks-to-use ratio and implied volatility.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

16302

http://purl.umn.edu/19122

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;2005 Annual meeting, July 24-27, Providence, RI

Selected Paper 136934

Formato:

32

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