research
∙
01/12/2020
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices
We propose a state-space model (SSM) for commodity prices that combines ...
share
research
∙
08/21/2019
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility
We propose a factor state-space approach with stochastic volatility to m...
research
∙
12/19/2018