Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator

Berna Karali, Jeffrey H. Dorfman and Walter N. Thurman

No 6084, 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: Replaced with revised version of paper 07/15/08.

Keywords: volatility; theory of storage; futures markets; Bayesian econometrics; lumber; Marketing (search for similar items in EconPapers)
Date: 2008
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