Blar i Department of Mathematics and Physics (TN-IMF) på tidsskrift "Econometrics"
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Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices
(Peer reviewed; Journal article, 2021)We propose a State-Space Model (SSM) for commodity prices that combines the competitive storage model with a stochastic trend. This approach fits into the economic rationality of storage decisions and adds to previous ...