Modelling the impact of financialization on agricultural commodity markets

Maria d'Errico, Alessandro Laio and Guido L. Chiarotti

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Abstract: We propose a stylized model of production and exchange in which long-term investors set their production decision over a horizon {\tau} , the "time to produce", and are liquidity constrained, while financial investors trade over a much shorter horizon {\delta} (

Date: 2016-07
New Economics Papers: this item is included in nep-agr
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