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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 ...
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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...
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12/19/2018
