We develop a behavioral commodity market model with consumers, producers and heterogeneous speculators to characterize the nature of commodity price fluctuations and to explore the effectiveness of price stabilization schemes. Within our model, we analy
The sharp and widespread increase in most commodity prices has alarmed the world and raised question...
This thesis consists of three essays in commodity price dynamics. In the first essay, we embed a sta...
What are the sources of commodity prices volatility changes? Based on observation of the palm-oil ma...
According to empirical studies, speculators place significant orders in commodity markets and may ca...
This study introduces a non linear model for commodity futures prices which accounts for pressures d...
A recent debate about the financialisation of commodity markets has stimulated the development of ne...
A threefold analysis of commodity prices is carried out to observe their long-run behaviour, their s...
Commodity prices depend on supply and demand. With an uneven distribution of resources, prices are h...
A threefold analysis of commodity prices is carried out to observe their long-run behaviour, their s...
According to empirical studies, speculators place significant orders in commodity markets and may ca...
This thesis consists of four empirical studies of commodity markets, with emphasis on agricultural c...
This thesis provides an overview on the evolution of commodity markets and focuses on the price beha...
We introduce an agent-based model, in which agents set their prices to maximize profit. At steady st...
We propose a micro-founded equilibrium model to examine the interactions between the physical and th...
The recent fluctuations of agricultural commodity prices have stimulated the debate on the potential...
The sharp and widespread increase in most commodity prices has alarmed the world and raised question...
This thesis consists of three essays in commodity price dynamics. In the first essay, we embed a sta...
What are the sources of commodity prices volatility changes? Based on observation of the palm-oil ma...
According to empirical studies, speculators place significant orders in commodity markets and may ca...
This study introduces a non linear model for commodity futures prices which accounts for pressures d...
A recent debate about the financialisation of commodity markets has stimulated the development of ne...
A threefold analysis of commodity prices is carried out to observe their long-run behaviour, their s...
Commodity prices depend on supply and demand. With an uneven distribution of resources, prices are h...
A threefold analysis of commodity prices is carried out to observe their long-run behaviour, their s...
According to empirical studies, speculators place significant orders in commodity markets and may ca...
This thesis consists of four empirical studies of commodity markets, with emphasis on agricultural c...
This thesis provides an overview on the evolution of commodity markets and focuses on the price beha...
We introduce an agent-based model, in which agents set their prices to maximize profit. At steady st...
We propose a micro-founded equilibrium model to examine the interactions between the physical and th...
The recent fluctuations of agricultural commodity prices have stimulated the debate on the potential...
The sharp and widespread increase in most commodity prices has alarmed the world and raised question...
This thesis consists of three essays in commodity price dynamics. In the first essay, we embed a sta...
What are the sources of commodity prices volatility changes? Based on observation of the palm-oil ma...