Discussion Based on the SVAR Model of Commodity Price Volatility and Consumer Relations
نویسندگان
چکیده
منابع مشابه
Volatility and Commodity Price Dynamics
Commodity prices tend to be volatile, and volatility itself varies over time. Changes in volatility can affect market variables by directly affecting the marginal value of storage, and by affecting a component of the total marginal cost of production: the opportunity cost of exercising the option to produce the commodity now rather than waiting for more price information. I examine the role of ...
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15 صفحه اولVolatility and Commodity Price Dynamics by 01 - 007 August 2001
Commodity prices tend to be volatile, and volatility itself varies over time. Changes in volatility can affect market variables by directly affecting the marginal value of storage, and by affecting a component of the total marginal cost of production: the opportunity cost of exercising the option to produce the commodity now rather than waiting for more price information. I examine the role of ...
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ژورنال
عنوان ژورنال: E-Commerce Letters
سال: 2012
ISSN: 2168-5843,2168-5851
DOI: 10.12677/ecl.2012.13005