Updating the Estimation of the Supply of Storage Model

Carl R. Zulauf, Haijiang Zhou and Matthew C. Roberts

No 19122, 2005 Annual meeting, July 24-27, Providence, RI from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: An updated supply of storage equation is estimated to reflect recent developments in the theoretical and empirical literature. Among the findings is an inverse relationship between storage cost adjusted price spread and a proxy measure of convenience yield, and a curvilinear relationship between stocks-to-use ratio and implied volatility.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Pages: 32
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea05:19122

DOI: 10.22004/ag.econ.19122

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