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Displaying results 1 to 5 of 5.
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The asymmetric effects of scarcity and abundance on storable commodity price dynamics and hedge ratios
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Do inventories really yield a convenience?
an empirical analysis of the cost-adjusted basis -
Remodeling the Working-Kaldor curve
the roles of scarcity, time to maturity and time to harvest -
Measuring scarcity in agricultural markets, 1900-2000
the shifting informativeness of price v storage data -
Hedging with two futures contracts
simplicity pays