Soybeans Inventory and Forward Curve Dynamics

Helyette Geman and V. Nguyen
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Helyette Geman: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
V. Nguyen: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: term structure of soybean forward prices; state variables; scarcity-related volatility (search for similar items in EconPapers)
Date: 2005-07
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Citations: View citations in EconPapers (37)

Published in Management Science, 2005, 51 (7), pp.1076-1091

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00144292

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