THE EMPIRICAL MERIT OF STRUCTURAL EXPLANATIONS OF COMMODITY PRICE VOLATILITY: REVIEW AND PERSPECTIVES-Reference-Cited by-同舟云学术

THE EMPIRICAL MERIT OF STRUCTURAL EXPLANATIONS OF COMMODITY PRICE VOLATILITY: REVIEW AND PERSPECTIVES

Published:2018-10-10 Issue:2 Volume:33 Page:639-664
ISSN:0950-0804
Container-title:Journal of Economic Surveys
language:en
Short-container-title:Journal of Economic Surveys

Author:

Legrand Nicolas¹^ORCID

Affiliation:

1. INRA; SMART-LERECO

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/joes.12291/fullpdf

Reference74 articles.

1. Baumeister , C. Hamilton , J.D. 2015 Structural interpretation of vector autoregressions with incomplete identification: revisiting the role of oil supply and demand shocks

2. Autoregressive conditional heteroscedasticity in commodity spot prices;Beck;Journal of Applied Econometrics,2001

3. A model of supply of storage;Bobenrieth;Economic Development and Cultural Change,2004

4. A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility;Bobenrieth;Journal of Economic Dynamics and Control,2008

5. The effects of monetary change on relative commodity prices and the role of long-term contracts;Bordo;Journal of Political Economy,1980

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Endogenous thresholds in energy prices: Modeling and empirical estimation;Energy Economics;2023-05

2. A systematic review on price volatility in agriculture;Journal of Economic Surveys;2023-01-24

3. “The empirical relevance of the competitive storage model” by Cafiero et al. (2011): Replication, robustness, and extension;Applied Economic Perspectives and Policy;2022-05-11

4. Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices;Econometrics;2021-11-05

5. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS;Journal of Economic Surveys;2021-01-15