자료유형 | 학위논문 |
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서명/저자사항 | Essays on the Competitive Commodity Storage Model. |
개인저자 | Guerra, Ernesto A. |
단체저자명 | University of California, Berkeley. Agricultural Economics. |
발행사항 | [S.l.]: University of California, Berkeley., 2018. |
발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
형태사항 | 62 p. |
기본자료 저록 | Dissertation Abstracts International 80-01A(E). Dissertation Abstract International |
ISBN | 9780438324541 |
학위논문주기 | Thesis (Ph.D.)--University of California, Berkeley, 2018. |
일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
Adviser: Brian Darven Wright. |
요약 | This dissertation consists of three essays on the competitive commodity storage model. This model provides a basis for rationalizing many of the observed qualitative features of the behavior of prices of storable commodities. I attempt to make a |
요약 | In the first chapter, I analyze the ability of the standard commodity storage model to replicate serial correlation in annual prices. Calendar year averages of prices induce spurious smoothing of price spikes, a fact that has been surprisingly o |
요약 | In the second chapter, I propose an alternative numerical strategy for solving nonlinear rational expectation models with inequality constraints. It addresses three problems observed in the standard solution method: lack of robustness to scaling |
요약 | Finally in the third chapter, I present a critique of a theoretical version of the competitive commodity storage model that assumes a support for the speculative storage that is bounded from below at zero, and above at a exogenous predetermined |
일반주제명 | Agricultural economics. |
언어 | 영어 |
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: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |