Commodity markets, price limiters and speculative price dynamics

He, X; Westerhoff, FH

Commodity markets, price limiters and speculative price dynamics

He, X

Westerhoff, FH

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Publisher:: Elsevier Science Bv
Publication Type:: Journal Article
Citation:: Journal Of Economic Dynamics & Control, 2005, 29 (9), pp. 1577 - 1596
Issue Date:: 2005-01

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Field	Value	Language
dc.contributor.author	He, X https://orcid.org/0000-0003-1446-9996	en_US
dc.contributor.author	Westerhoff, FH	en_US
dc.date.issued	2005-01	en_US
dc.identifier.citation	Journal Of Economic Dynamics & Control, 2005, 29 (9), pp. 1577 - 1596	en_US
dc.identifier.issn	0165-1889	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5128
dc.description.abstract	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 analyz	en_US
dc.publisher	Elsevier Science Bv	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0450526
dc.relation.ispartof	Journal Of Economic Dynamics & Control	en_US
dc.relation.isbasedon	10.1016/j.jedc.2004.09.003	en_US
dc.rights	Elsevier required licence: © 2005 . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/. The definitive publisher version is available online at https://doi.org/10.1016/j.jedc.2004.09.003	en_US
dc.subject.classification	Economics	en_US
dc.title	Commodity markets, price limiters and speculative price dynamics	en_US
dc.type	Journal Article
utslib.citation.volume	9	en_US
utslib.citation.volume	29	en_US
utslib.for	1402 Applied Economics	en_US
utslib.for	1401 Economic Theory	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
dc.location.activity	Gold Coast, Australia
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.issue	9	en_US
pubs.volume	29	en_US

Abstract:

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 analyz

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http://hdl.handle.net/10453/5128