Roy, Debasish; Bhar, Ramaprasad Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach. (English) Zbl 07286182 Asia-Pac. Financ. Mark. 27, No. 3, 427-437 (2020). MSC: 91G15 PDF BibTeX XML Cite \textit{D. Roy} and \textit{R. Bhar}, Asia-Pac. Financ. Mark. 27, No. 3, 427--437 (2020; Zbl 07286182) Full Text: DOI
Flåm, Sjur Didrik Emergence of price-taking behavior. (English) Zbl 1452.91151 Econ. Theory 70, No. 3, 847-870 (2020). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B24 PDF BibTeX XML Cite \textit{S. D. Flåm}, Econ. Theory 70, No. 3, 847--870 (2020; Zbl 1452.91151) Full Text: DOI
Shrivats, Arvind; Jaimungal, Sebastian Optimal generation and trading in solar renewable energy certificate (SREC) markets. (English) Zbl 1451.91203 Appl. Math. Finance 27, No. 1-2, 99-131 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 91G15 93E20 91B76 PDF BibTeX XML Cite \textit{A. Shrivats} and \textit{S. Jaimungal}, Appl. Math. Finance 27, No. 1--2, 99--131 (2020; Zbl 1451.91203) Full Text: DOI
Vavilov, S. A.; Kuznetsov, K. S. A stochastic control model for the average price of manufacturer sales on commodity exchanges. (English. Russian original) Zbl 1431.91384 Autom. Remote Control 80, No. 6, 1098-1108 (2019); translation from Avtom. Telemekh. 2019, No. 6, 142-155 (2019). MSC: 91G15 93E20 35Q91 PDF BibTeX XML Cite \textit{S. A. Vavilov} and \textit{K. S. Kuznetsov}, Autom. Remote Control 80, No. 6, 1098--1108 (2019; Zbl 1431.91384); translation from Avtom. Telemekh. 2019, No. 6, 142--155 (2019) Full Text: DOI
Zhang, Baoshuai; Duan, Jun; Tian, Ying A study on the risk spillover effect based on copula-GH-CoVaR model. (Chinese. English summary) Zbl 1449.91173 J. Chongqing Norm. Univ., Nat. Sci. 36, No. 4, 81-92 (2019). MSC: 91G30 91G70 PDF BibTeX XML Cite \textit{B. Zhang} et al., J. Chongqing Norm. Univ., Nat. Sci. 36, No. 4, 81--92 (2019; Zbl 1449.91173) Full Text: DOI
Ekeland, Ivar; Lautier, Delphine; Villeneuve, Bertrand Hedging pressure and speculation in commodity markets. (English) Zbl 1422.91690 Econ. Theory 68, No. 1, 83-123 (2019). MSC: 91G20 91B25 PDF BibTeX XML Cite \textit{I. Ekeland} et al., Econ. Theory 68, No. 1, 83--123 (2019; Zbl 1422.91690) Full Text: DOI
Toraubally, Waseem A. Arbitrage equilibria in large games with many commodities. (English) Zbl 1414.91042 Econ. Lett. 179, 24-28 (2019). MSC: 91A13 91B54 PDF BibTeX XML Cite \textit{W. A. Toraubally}, Econ. Lett. 179, 24--28 (2019; Zbl 1414.91042) Full Text: DOI
Benth, Fred Espen; Süss, Andre Cointegration in continuous time for factor models. (English) Zbl 1411.91446 Math. Financ. Econ. 13, No. 1, 87-114 (2019). MSC: 91B84 91B24 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{A. Süss}, Math. Financ. Econ. 13, No. 1, 87--114 (2019; Zbl 1411.91446) Full Text: DOI
Panchuk, Anastasiia; Puu, T. Dynamics of a durable commodity market involving trade at disequilibrium. (English) Zbl 07263303 Commun. Nonlinear Sci. Numer. Simul. 58, 2-14 (2018). MSC: 00 PDF BibTeX XML Cite \textit{A. Panchuk} and \textit{T. Puu}, Commun. Nonlinear Sci. Numer. Simul. 58, 2--14 (2018; Zbl 07263303) Full Text: DOI
Anthropelos, Michail; Kupper, Michael; Papapantoleon, Antonis An equilibrium model for spot and forward prices of commodities. (English) Zbl 1443.91158 Math. Oper. Res. 43, No. 1, 152-180 (2018). MSC: 91B24 91G15 PDF BibTeX XML Cite \textit{M. Anthropelos} et al., Math. Oper. Res. 43, No. 1, 152--180 (2018; Zbl 1443.91158) Full Text: DOI
Mejía Vega, Carlos Armando Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices. (English) Zbl 1446.91047 Adv. Difference Equ. 2018, Paper No. 269, 14 p. (2018). MSC: 91B70 91B24 91G30 PDF BibTeX XML Cite \textit{C. A. Mejía Vega}, Adv. Difference Equ. 2018, Paper No. 269, 14 p. (2018; Zbl 1446.91047) Full Text: DOI
Miravete, Eugenio J.; Seim, Katja; Thurk, Jeff Market power and the Laffer curve. (English) Zbl 1419.91514 Econometrica 86, No. 5, 1651-1687 (2018). MSC: 91B64 91B24 91B54 PDF BibTeX XML Cite \textit{E. J. Miravete} et al., Econometrica 86, No. 5, 1651--1687 (2018; Zbl 1419.91514) Full Text: DOI
Schwarz, Thomas; Lenz, Hans-Joachim; Dominik, Wilhelm Long-term projections for commodity prices – the crude oil price using dynamic Bayesian networks. (English) Zbl 1397.91231 Kliewer, Natalia (ed.) et al., Operations research proceedings 2017. Selected papers of the annual international conference of the German Operations Research Society (GOR), Freie Universiät Berlin, Germany, September 6–8, 2017. Cham: Springer (ISBN 978-3-319-89919-0/pbk; 978-3-319-89920-6/ebook). Operations Research Proceedings, 81-87 (2018). MSC: 91B24 91B84 62M10 PDF BibTeX XML Cite \textit{T. Schwarz} et al., Oper. Res. Proc. 2017, 81--87 (2018; Zbl 1397.91231) Full Text: DOI
Benth, Fred Espen; Simonsen, Iben Cathrine The Heston stochastic volatility model in Hilbert space. (English) Zbl 1401.60093 Stochastic Anal. Appl. 36, No. 4, 733-750 (2018). MSC: 60G60 60H15 91G20 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Stochastic Anal. Appl. 36, No. 4, 733--750 (2018; Zbl 1401.60093) Full Text: DOI arXiv
Karlsson, P.; Pilz, K. F.; Schlögl, E. Calibrating a market model with stochastic volatility to commodity and interest rate risk. (English) Zbl 1402.91831 Quant. Finance 17, No. 6, 907-925 (2017). MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{P. Karlsson} et al., Quant. Finance 17, No. 6, 907--925 (2017; Zbl 1402.91831) Full Text: DOI
Schöne, Max F.; Spinler, Stefan A four-factor stochastic volatility model of commodity prices. (English) Zbl 1417.91513 Rev. Deriv. Res. 20, No. 2, 135-165 (2017). MSC: 91G20 60H30 62P05 PDF BibTeX XML Cite \textit{M. F. Schöne} and \textit{S. Spinler}, Rev. Deriv. Res. 20, No. 2, 135--165 (2017; Zbl 1417.91513) Full Text: DOI
Oglend, Atle; Kleppe, Tore Selland On the behavior of commodity prices when speculative storage is bounded. (English) Zbl 1401.91065 J. Econ. Dyn. Control 75, 52-69 (2017). MSC: 91B24 PDF BibTeX XML Cite \textit{A. Oglend} and \textit{T. S. Kleppe}, J. Econ. Dyn. Control 75, 52--69 (2017; Zbl 1401.91065) Full Text: DOI
Shen, C.; Haven, E. Using empirical data to estimate potential functions in commodity markets: some initial results. (English) Zbl 1387.81174 Int. J. Theor. Phys. 56, No. 12, 4092-4104 (2017). MSC: 81P68 90B60 PDF BibTeX XML Cite \textit{C. Shen} and \textit{E. Haven}, Int. J. Theor. Phys. 56, No. 12, 4092--4104 (2017; Zbl 1387.81174) Full Text: DOI
Steinmetz, Alexander Price and inventory dynamics in an oligopoly industry: a framework for commodity markets. (English) Zbl 1375.91165 B. E. J. Theor. Econ. 16, No. 1, 159-180 (2016). MSC: 91B54 90B05 91B24 PDF BibTeX XML Cite \textit{A. Steinmetz}, B. E. J. Theor. Econ. 16, No. 1, 159--180 (2016; Zbl 1375.91165) Full Text: DOI
Greinecker, Michael; Podczeck, Konrad Edgeworth’s conjecture and the number of agents and commodities. (English) Zbl 1367.91118 Econ. Theory 62, No. 1-2, 93-130 (2016). MSC: 91B54 91B52 46N10 PDF BibTeX XML Cite \textit{M. Greinecker} and \textit{K. Podczeck}, Econ. Theory 62, No. 1--2, 93--130 (2016; Zbl 1367.91118) Full Text: DOI
Mellios, Constantin; Six, Pierre; Lai, Anh Ngoc Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield. (English) Zbl 1346.91237 Eur. J. Oper. Res. 250, No. 2, 493-504 (2016). MSC: 91G20 91B24 90C15 93E20 PDF BibTeX XML Cite \textit{C. Mellios} et al., Eur. J. Oper. Res. 250, No. 2, 493--504 (2016; Zbl 1346.91237) Full Text: DOI
Shen, Fei; Lin, Daorong Optimal price model based on advertising fees. (Chinese. English summary) Zbl 1349.91109 Math. Pract. Theory 45, No. 2, 14-18 (2015). MSC: 91B24 90B60 PDF BibTeX XML Cite \textit{F. Shen} and \textit{D. Lin}, Math. Pract. Theory 45, No. 2, 14--18 (2015; Zbl 1349.91109)
Oud, Mohammed A. Aba; Goard, Joanna Valuation of options on oil futures under the 3/4 oil price model. (English) Zbl 1337.91110 Int. J. Theor. Appl. Finance 18, No. 8, Article ID 1550050, 12 p. (2015). MSC: 91G20 91B74 PDF BibTeX XML Cite \textit{M. A. A. Oud} and \textit{J. Goard}, Int. J. Theor. Appl. Finance 18, No. 8, Article ID 1550050, 12 p. (2015; Zbl 1337.91110) Full Text: DOI
Chan, Patrick; Sircar, Ronnie; Stein, Michael V. A feedback model for the financialization of commodity markets. (English) Zbl 1338.91127 SIAM J. Financ. Math. 6, 870-899 (2015). MSC: 91G10 91G80 49L20 PDF BibTeX XML Cite \textit{P. Chan} et al., SIAM J. Financ. Math. 6, 870--899 (2015; Zbl 1338.91127) Full Text: DOI
Benth, Fred Espen; Ortiz-Latorre, Salvador A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets. (English) Zbl 1343.60091 Int. J. Theor. Appl. Finance 18, No. 6, Article ID 1550038, 40 p. (2015). Reviewer: Nikolaos Halidias (Athens) MSC: 60H30 60H10 60J60 60J65 91G80 91G20 91B70 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{S. Ortiz-Latorre}, Int. J. Theor. Appl. Finance 18, No. 6, Article ID 1550038, 40 p. (2015; Zbl 1343.60091) Full Text: DOI
Puu, Tönu Disequilibrium trade and the dynamics of stock markets. (English) Zbl 1418.91294 Faggini, Marisa (ed.) et al., Complexity in economics: cutting edge research. Cham: Springer. New Econ. Windows, 225-245 (2014). MSC: 91B52 91B60 91G99 PDF BibTeX XML Cite \textit{T. Puu}, in: Complexity in economics: cutting edge research. Cham: Springer. 225--245 (2014; Zbl 1418.91294) Full Text: DOI
Kopparapu, Sunil Kumar; Saxena, Vikram Identifying the best market to sell: a cost function formulation. (English) Zbl 1322.90043 Sādhanā 39, No. 6, 1409-1423 (2014). MSC: 90B50 91B24 90C90 PDF BibTeX XML Cite \textit{S. K. Kopparapu} and \textit{V. Saxena}, Sādhanā 39, No. 6, 1409--1423 (2014; Zbl 1322.90043) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv
Kramer, Lilian Modeling price formation in a multi-commodity market – a graph-theoretical decomposition approach to complexity reduction. (English) Zbl 1285.90001 Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss. 2013). i-ii, 185 p., vii-xxvii. (2014). Reviewer: Karel Zimmermann (Praha) MSC: 90-02 90C35 90B30 91B24 05C90 PDF BibTeX XML Cite \textit{L. Kramer}, Modeling price formation in a multi-commodity market -- a graph-theoretical decomposition approach to complexity reduction. Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss. 2013) (2014; Zbl 1285.90001) Full Text: Link
Mallick, Sushanta K.; Sousa, Ricardo M. Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. (English) Zbl 1412.91180 Open Econ. Rev. 24, No. 4, 677-694 (2013). MSC: 91B64 62P20 PDF BibTeX XML Cite \textit{S. K. Mallick} and \textit{R. M. Sousa}, Open Econ. Rev. 24, No. 4, 677--694 (2013; Zbl 1412.91180) Full Text: DOI
Konnov, I. V. Equilibrium models for multi-commodity auction market problems. (English) Zbl 1413.91033 Adv. Model. Optim. 15, No. 2, 511-524 (2013). MSC: 91B26 PDF BibTeX XML Cite \textit{I. V. Konnov}, Adv. Model. Optim. 15, No. 2, 511--524 (2013; Zbl 1413.91033) Full Text: Link
Pilz, K. F.; Schlögl, E. A hybrid commodity and interest rate market model. (English) Zbl 1281.91080 Quant. Finance 13, No. 4, 543-560 (2013). MSC: 91B24 91G30 91G20 PDF BibTeX XML Cite \textit{K. F. Pilz} and \textit{E. Schlögl}, Quant. Finance 13, No. 4, 543--560 (2013; Zbl 1281.91080) Full Text: DOI
Brooks, Chris; Prokopczuk, Marcel The dynamics of commodity prices. (English) Zbl 1281.91078 Quant. Finance 13, No. 4, 527-542 (2013). MSC: 91B24 91B70 91G20 PDF BibTeX XML Cite \textit{C. Brooks} and \textit{M. Prokopczuk}, Quant. Finance 13, No. 4, 527--542 (2013; Zbl 1281.91078) Full Text: DOI
Stamov, Gani Tr.; Stamov, Alexander G. On almost periodic processes in uncertain impulsive delay models of price fluctuations in commodity markets. (English) Zbl 1280.91072 Appl. Math. Comput. 219, No. 10, 5376-5383 (2013). MSC: 91B24 91B55 PDF BibTeX XML Cite \textit{G. Tr. Stamov} and \textit{A. G. Stamov}, Appl. Math. Comput. 219, No. 10, 5376--5383 (2013; Zbl 1280.91072) Full Text: DOI
Kellner, Sabrina Modeling and analysis of demand for commodities and a case study of the petrochemical market. (English) Zbl 1287.91001 Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss.). xiv, 155 p. (2013). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91B42 90C90 90B05 90B10 90B90 91B16 91B24 91B82 PDF BibTeX XML Cite \textit{S. Kellner}, Modeling and analysis of demand for commodities and a case study of the petrochemical market. Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss.) (2013; Zbl 1287.91001) Full Text: Link
Tan, Xiaolu A splitting method for fully nonlinear degenerate parabolic PDEs. (English) Zbl 1282.65103 Electron. J. Probab. 18, Paper No. 15, 24 p. (2013). Reviewer: Marius Ghergu (Dublin) MSC: 65M06 65C05 35K65 65M12 91B24 91G60 PDF BibTeX XML Cite \textit{X. Tan}, Electron. J. Probab. 18, Paper No. 15, 24 p. (2013; Zbl 1282.65103) Full Text: DOI
Suzuki, Takashi Core and competitive equilibria of a coalitional exchange economy with infinite time horizon. (English) Zbl 1280.91112 J. Math. Econ. 49, No. 3, 234-244 (2013). MSC: 91B54 PDF BibTeX XML Cite \textit{T. Suzuki}, J. Math. Econ. 49, No. 3, 234--244 (2013; Zbl 1280.91112) Full Text: DOI
Back, Janis; Prokopczuk, Marcel Commodity price dynamics and derivative valuation: a review. (English) Zbl 1279.91070 Int. J. Theor. Appl. Finance 16, No. 6, Article ID 1350032, 30 p. (2013). Reviewer: George Stoica (Saint John) MSC: 91B24 91G20 91-02 PDF BibTeX XML Cite \textit{J. Back} and \textit{M. Prokopczuk}, Int. J. Theor. Appl. Finance 16, No. 6, Article ID 1350032, 30 p. (2013; Zbl 1279.91070) Full Text: DOI
Röst, Gergely Global convergence and uniform bounds of fluctuating prices in a single commodity market model of Bélair and Mackey. (English) Zbl 1340.91033 Electron. J. Qual. Theory Differ. Equ. 2012, Paper No. 26, 9 p. (2012). MSC: 91B24 34K05 PDF BibTeX XML Cite \textit{G. Röst}, Electron. J. Qual. Theory Differ. Equ. 2012, Paper No. 26, 9 p. (2012; Zbl 1340.91033) Full Text: DOI
Casassus, Jaime; Higuera, Freddy Short-horizon return predictability and oil prices. (English) Zbl 1280.91196 Quant. Finance 12, No. 12, 1909-1934 (2012). MSC: 91G70 PDF BibTeX XML Cite \textit{J. Casassus} and \textit{F. Higuera}, Quant. Finance 12, No. 12, 1909--1934 (2012; Zbl 1280.91196) Full Text: DOI
García Mirantes, Andrés; Población, Javier; Serna, Gregorio Analyzing the dynamics of the refining margin: implications for valuation and hedging. (English) Zbl 1280.91200 Quant. Finance 12, No. 12, 1839-1855 (2012). MSC: 91G70 91B82 91G20 PDF BibTeX XML Cite \textit{A. García Mirantes} et al., Quant. Finance 12, No. 12, 1839--1855 (2012; Zbl 1280.91200) Full Text: DOI
Tang, Ke Time-varying long-run mean of commodity prices and the modeling of futures term structures. (English) Zbl 1278.91067 Quant. Finance 12, No. 5, 781-790 (2012). MSC: 91B25 91G20 PDF BibTeX XML Cite \textit{K. Tang}, Quant. Finance 12, No. 5, 781--790 (2012; Zbl 1278.91067) Full Text: DOI
Liu, Chang; Zhang, Wen; Shao, Yanmin Different methods of combination of a genetic algorithm and a neural network and their application on the price prediction of stocks and commodities. (Chinese. English summary) Zbl 1249.91118 J. Syst. Sci. Math. Sci. 31, No. 3, 346-353 (2011). MSC: 91G10 91B24 68T20 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Syst. Sci. Math. Sci. 31, No. 3, 346--353 (2011; Zbl 1249.91118)
Stamov, G. Tr.; Alzabut, J. O.; Atanasov, P.; Stamov, A. G. Almost periodic solutions for an impulsive delay model of price fluctuations in commodity markets. (English) Zbl 1231.34124 Nonlinear Anal., Real World Appl. 12, No. 6, 3170-3176 (2011). MSC: 34K14 91G80 34K45 91B55 91G10 PDF BibTeX XML Cite \textit{G. Tr. Stamov} et al., Nonlinear Anal., Real World Appl. 12, No. 6, 3170--3176 (2011; Zbl 1231.34124) Full Text: DOI
Goerke, Laszlo Commodity tax structure under uncertainty in a perfectly competitive market. (English) Zbl 1230.91134 J. Econ. 103, No. 3, 203-219 (2011). MSC: 91B64 91B24 PDF BibTeX XML Cite \textit{L. Goerke}, J. Econ. 103, No. 3, 203--219 (2011; Zbl 1230.91134) Full Text: DOI
Benth, Fred Espen The stochastic volatility model of Barndorff-Nielsen and shephard in commodity markets. (English) Zbl 1247.91178 Math. Finance 21, No. 4, 595-625 (2011). Reviewer: Alexander Szimayer (Hamburg) MSC: 91G20 91G70 PDF BibTeX XML Cite \textit{F. E. Benth}, Math. Finance 21, No. 4, 595--625 (2011; Zbl 1247.91178) Full Text: DOI
Covarrubias, Enrique The equilibrium set of economies with a continuous consumption space. (English) Zbl 1223.91026 J. Math. Econ. 47, No. 2, 137-142 (2011). Reviewer: Vladimir Gorbunov (Ul’yanovsk) MSC: 91B50 91B54 PDF BibTeX XML Cite \textit{E. Covarrubias}, J. Math. Econ. 47, No. 2, 137--142 (2011; Zbl 1223.91026) Full Text: DOI
Husseinov, Farhad A theory of a heterogeneous divisible commodity exchange economy. (English) Zbl 1211.91164 J. Math. Econ. 47, No. 1, 54-59 (2011). MSC: 91B54 91B52 91A12 PDF BibTeX XML Cite \textit{F. Husseinov}, J. Math. Econ. 47, No. 1, 54--59 (2011; Zbl 1211.91164) Full Text: DOI
Qian, Chuanxi Global attractivity in a delay differential equation with application in a commodity model. (English) Zbl 1211.34086 Appl. Math. Lett. 24, No. 2, 116-121 (2011). Reviewer: Oleg Anashkin (Simferopol) MSC: 34K20 91B24 91B42 34K25 34K21 PDF BibTeX XML Cite \textit{C. Qian}, Appl. Math. Lett. 24, No. 2, 116--121 (2011; Zbl 1211.34086) Full Text: DOI
Figuerola-Ferretti, Isabel; Gonzalo, Jesús Modelling and measuring price discovery in commodity markets. (English) Zbl 1431.62611 J. Econom. 158, No. 1, 95-107 (2010). MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{I. Figuerola-Ferretti} and \textit{J. Gonzalo}, J. Econom. 158, No. 1, 95--107 (2010; Zbl 1431.62611) Full Text: DOI
Hinz, Juri; Fehr, Max Storage costs in commodity option pricing. (English) Zbl 1201.91197 SIAM J. Financ. Math. 1, 729-751 (2010). Reviewer: Tamás Mátrai (Highland Park) MSC: 91G20 91G30 91G70 PDF BibTeX XML Cite \textit{J. Hinz} and \textit{M. Fehr}, SIAM J. Financ. Math. 1, 729--751 (2010; Zbl 1201.91197) Full Text: DOI
Jörnsten, Kurt; Ubøe, Jan Quantification of preferences in markets. (English) Zbl 1232.91154 J. Math. Econ. 46, No. 4, 453-466 (2010). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{K. Jörnsten} and \textit{J. Ubøe}, J. Math. Econ. 46, No. 4, 453--466 (2010; Zbl 1232.91154) Full Text: DOI
Mariolis, Theodore Norm bounds for a transformed price vector in Sraffian systems. (English) Zbl 1386.91070 Appl. Math. Sci., Ruse 4, No. 9-12, 551-574 (2010). MSC: 91B24 91B38 91B66 91B74 PDF BibTeX XML Cite \textit{T. Mariolis}, Appl. Math. Sci., Ruse 4, No. 9--12, 551--574 (2010; Zbl 1386.91070) Full Text: Link
Carmona, René; Ludkovski, Michael Valuation of energy storage: an optimal switching approach. (English) Zbl 1203.91286 Quant. Finance 10, No. 4, 359-374 (2010). MSC: 91G20 93E20 PDF BibTeX XML Cite \textit{R. Carmona} and \textit{M. Ludkovski}, Quant. Finance 10, No. 4, 359--374 (2010; Zbl 1203.91286) Full Text: DOI
Zhao, Hui; Bisi, Arnab Optimal operating policies in a commodity trading market with the manufacturer’s presence. (English) Zbl 1188.91117 Nav. Res. Logist. 57, No. 2, 127-148 (2010). MSC: 91B60 90B05 91B24 PDF BibTeX XML Cite \textit{H. Zhao} and \textit{A. Bisi}, Nav. Res. Logist. 57, No. 2, 127--148 (2010; Zbl 1188.91117) Full Text: DOI
Carmona, René; Fehr, Max; Hinz, Juri Optimal stochastic control and carbon price formation. (English) Zbl 1203.93209 SIAM J. Control Optim. 48, No. 4, 2168-2190 (2009). MSC: 93E20 91B60 91B62 91B70 91B76 91B24 PDF BibTeX XML Cite \textit{R. Carmona} et al., SIAM J. Control Optim. 48, No. 4, 2168--2190 (2009; Zbl 1203.93209) Full Text: DOI
Jörnsten, Kurt; Ubøe, Jan Strategic pricing of commodities. (English) Zbl 1187.91075 Appl. Math. Finance 16, No. 5-6, 385-399 (2009). MSC: 91B25 91B16 PDF BibTeX XML Cite \textit{K. Jörnsten} and \textit{J. Ubøe}, Appl. Math. Finance 16, No. 5--6, 385--399 (2009; Zbl 1187.91075) Full Text: DOI
Starr, Ross M. Mengerian saleableness and commodity money in a Walrasian trading post example. (English) Zbl 1255.91240 Econ. Lett. 100, No. 1, 35-38 (2008). MSC: 91B54 91B26 PDF BibTeX XML Cite \textit{R. M. Starr}, Econ. Lett. 100, No. 1, 35--38 (2008; Zbl 1255.91240) Full Text: DOI
Florenzano, Monique General equilibrium. (Spanish. English summary) Zbl 1212.91068 Rev. Invest. Oper. 29, No. 2, 150-180 (2008). MSC: 91B50 91B02 PDF BibTeX XML Cite \textit{M. Florenzano}, Rev. Invest. Oper. 29, No. 2, 150--180 (2008; Zbl 1212.91068)
Crosby, John Pricing a class of exotic commodity options in a multi-factor jump-diffusion model. (English) Zbl 1154.91437 Quant. Finance 8, No. 5, 471-483 (2008). MSC: 91B28 91B24 60J70 PDF BibTeX XML Cite \textit{J. Crosby}, Quant. Finance 8, No. 5, 471--483 (2008; Zbl 1154.91437) Full Text: DOI
Crosby, John A multi-factor jump-diffusion model for commodities. (English) Zbl 1134.91018 Quant. Finance 8, No. 2, 181-200 (2008). MSC: 91B24 91B28 PDF BibTeX XML Cite \textit{J. Crosby}, Quant. Finance 8, No. 2, 181--200 (2008; Zbl 1134.91018) Full Text: DOI
Li, Ling-yi; Qiao, Zhong A bi-level programming model for location of commodity exchange markets. (English) Zbl 1146.91328 Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 101-105 (2007). MSC: 91B06 PDF BibTeX XML Cite \textit{L.-y. Li} and \textit{Z. Qiao}, in: Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17--19, 2007. Liverpool: World Academic Union (World Academic Press). 101--105 (2007; Zbl 1146.91328)
Wu, Li-Hung; Wang, Jaw-Lu Bank lending linked to product market under swap hedging: an option-based optimization. (English) Zbl 1213.91146 J. Inf. Optim. Sci. 28, No. 5, 819-839 (2007). MSC: 91G10 91B24 91G50 PDF BibTeX XML Cite \textit{L.-H. Wu} and \textit{J.-L. Wang}, J. Inf. Optim. Sci. 28, No. 5, 819--839 (2007; Zbl 1213.91146) Full Text: DOI
Hua, Cuncai Mathematical models of dynamical prices for sale of commodity when the prices wave:stability of prices with analysis of macroscopic adjustment and control. (Chinese. English summary) Zbl 1174.91354 Chin. J. Eng. Math. 24, No. 3, 446-450 (2007). MSC: 91B24 91B68 PDF BibTeX XML Cite \textit{C. Hua}, Chin. J. Eng. Math. 24, No. 3, 446--450 (2007; Zbl 1174.91354) Full Text: EuDML
Angeloni, Laura; Martellotti, Anna Non-coalitional Core-Walras equivalence in finitely additive economies with extremely desirable commodities. (English) Zbl 1173.91416 Mediterr. J. Math. 4, No. 1, 87-107 (2007). MSC: 91B54 91B50 28B20 PDF BibTeX XML Cite \textit{L. Angeloni} and \textit{A. Martellotti}, Mediterr. J. Math. 4, No. 1, 87--107 (2007; Zbl 1173.91416) Full Text: DOI
Carlsson, Per; Andersson, Arne A flexible model for tree-structured multi-commodity markets. (English) Zbl 1117.90046 Electron. Commer. Res. 7, No. 1, 69-88 (2007). MSC: 90B60 90B80 PDF BibTeX XML Cite \textit{P. Carlsson} and \textit{A. Andersson}, Electron. Commer. Res. 7, No. 1, 69--88 (2007; Zbl 1117.90046) Full Text: DOI
Hinz, Juri; Wilhelm, Martina Pricing flow commodity derivatives using fixed income market techniques. (English) Zbl 1134.91373 Int. J. Theor. Appl. Finance 9, No. 8, 1299-1321 (2006). MSC: 91G20 91B74 60H10 60H30 PDF BibTeX XML Cite \textit{J. Hinz} and \textit{M. Wilhelm}, Int. J. Theor. Appl. Finance 9, No. 8, 1299--1321 (2006; Zbl 1134.91373) Full Text: DOI
Borovkova, Svetlana; Geman, Helyette Seasonal and stochastic effects in commodity forward curves. (English) Zbl 1274.91401 Rev. Deriv. Res. 9, No. 2, 167-186 (2006). MSC: 91G20 PDF BibTeX XML Cite \textit{S. Borovkova} and \textit{H. Geman}, Rev. Deriv. Res. 9, No. 2, 167--186 (2006; Zbl 1274.91401) Full Text: DOI
Lee, Junsoo; List, John A.; Strazicich, Mark C. Non-renewable resource prices: deterministic or stochastic trends? (English) Zbl 1152.91446 J. Environ. Econ. Manage. 51, No. 3, 354-370 (2006). MSC: 91B24 91B76 91B32 91B82 62P20 PDF BibTeX XML Cite \textit{J. Lee} et al., J. Environ. Econ. Manage. 51, No. 3, 354--370 (2006; Zbl 1152.91446) Full Text: DOI
Sun, Ning Quasi-equilibria in Banach spaces with lower semi-continuous preferences. (English) Zbl 1087.91034 Econ. Theory 27, No. 3, 691-703 (2006). Reviewer: Milan Mareš (Praha) MSC: 91B52 91B54 PDF BibTeX XML Cite \textit{N. Sun}, Econ. Theory 27, No. 3, 691--703 (2006; Zbl 1087.91034) Full Text: DOI
He, Xue-Zhong; Westerhoff, Frank H. Commodity markets, price limiters and speculative price dynamics. (English) Zbl 1198.91161 J. Econ. Dyn. Control 29, No. 9, 1577-1596 (2005). MSC: 91B69 37N40 91B24 PDF BibTeX XML Cite \textit{X.-Z. He} and \textit{F. H. Westerhoff}, J. Econ. Dyn. Control 29, No. 9, 1577--1596 (2005; Zbl 1198.91161) Full Text: DOI
Podczeck, K. On core-Walras equivalence in Banach lattices. (English) Zbl 1136.91516 J. Math. Econ. 41, No. 6, 764-792 (2005). MSC: 91B54 91B50 46B42 46N10 PDF BibTeX XML Cite \textit{K. Podczeck}, J. Math. Econ. 41, No. 6, 764--792 (2005; Zbl 1136.91516) Full Text: DOI
Wako, Jun Coalition-proof Nash allocation in a barter game with multiple indivisible goods. (English) Zbl 1127.91021 Math. Soc. Sci. 49, No. 2, 179-199 (2005). MSC: 91B26 91A12 91B54 PDF BibTeX XML Cite \textit{J. Wako}, Math. Soc. Sci. 49, No. 2, 179--199 (2005; Zbl 1127.91021) Full Text: DOI
Bourbeau, Benoît; Crainic, Teodor Gabriel; Gendreau, Michel; Robert, Jacques Design for optimized multi-lateral multi-commodity markets. (English) Zbl 1105.91305 Eur. J. Oper. Res. 163, No. 2, 503-529 (2005). MSC: 91B26 PDF BibTeX XML Cite \textit{B. Bourbeau} et al., Eur. J. Oper. Res. 163, No. 2, 503--529 (2005; Zbl 1105.91305) Full Text: DOI
Carcano, G.; Falbo, P.; Stefani, S. Speculative trading in mean reverting markets. (English) Zbl 1067.90062 Eur. J. Oper. Res. 163, No. 1, 132-144 (2005). MSC: 90B50 90B60 PDF BibTeX XML Cite \textit{G. Carcano} et al., Eur. J. Oper. Res. 163, No. 1, 132--144 (2005; Zbl 1067.90062) Full Text: DOI
Belan, Pascal; Gauthier, Stéphane Optimal commodity grouping in a partial equilibrium framework. (English) Zbl 1254.91452 Econ. Lett. 83, No. 1, 49-54 (2004). MSC: 91B64 91B54 PDF BibTeX XML Cite \textit{P. Belan} and \textit{S. Gauthier}, Econ. Lett. 83, No. 1, 49--54 (2004; Zbl 1254.91452) Full Text: DOI
Barlow, Martin; Gusev, Yuri; Lai, Manpo Calibration of multifactor models in electricity markets. (English) Zbl 1107.91307 Int. J. Theor. Appl. Finance 7, No. 2, 101-120 (2004). MSC: 91B24 PDF BibTeX XML Cite \textit{M. Barlow} et al., Int. J. Theor. Appl. Finance 7, No. 2, 101--120 (2004; Zbl 1107.91307) Full Text: DOI
Araujo, Aloisio; Martins-da-Rocha, V. Filipe; Monteiro, Paulo K. Equilibria in reflexive Banach lattices with a continuum of agents. (English) Zbl 1098.91085 Econ. Theory 24, No. 3, 469-492 (2004). Reviewer: Alfred Göpfert (Halle) MSC: 91B54 91B52 28A12 46B42 46N10 PDF BibTeX XML Cite \textit{A. Araujo} et al., Econ. Theory 24, No. 3, 469--492 (2004; Zbl 1098.91085) Full Text: DOI
Nielsen, Martin J.; Schwartz, Eduardo S. Theory of storage and the pricing of commodity claims. (English) Zbl 1090.91029 Rev. Deriv. Res. 7, No. 1, 5-24 (2004). MSC: 91B24 PDF BibTeX XML Cite \textit{M. J. Nielsen} and \textit{E. S. Schwartz}, Rev. Deriv. Res. 7, No. 1, 5--24 (2004; Zbl 1090.91029) Full Text: DOI
Benth, Fred E.; Dahl, Lars O.; Karlsen, Kenneth H. Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets. (English) Zbl 1079.91527 Int. J. Theor. Appl. Finance 6, No. 8, 865-884 (2003). MSC: 91G60 91G20 60H07 60J60 65C05 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Int. J. Theor. Appl. Finance 6, No. 8, 865--884 (2003; Zbl 1079.91527) Full Text: DOI
Podczeck, Konrad Core and Walrasian equilibria when agents’ characteristics are extremely dispersed. (English) Zbl 1053.91075 Econ. Theory 22, No. 4, 699-725 (2003). Reviewer: Alfred Göpfert (Halle) MSC: 91B54 91B52 46N10 46B26 46B40 PDF BibTeX XML Cite \textit{K. Podczeck}, Econ. Theory 22, No. 4, 699--725 (2003; Zbl 1053.91075) Full Text: DOI
Tourky, Rabee; Yannelis, Nicholas C. Markets with many more agents than commodities Aumann’s “hidden” assumption. (English) Zbl 1008.91073 J. Econ. Theory 101, No. 1, 189-221 (2001). Reviewer: Alfred Göpfert (Halle / Saale) MSC: 91B54 91B52 58E17 91A12 PDF BibTeX XML Cite \textit{R. Tourky} and \textit{N. C. Yannelis}, J. Econ. Theory 101, No. 1, 189--221 (2001; Zbl 1008.91073) Full Text: DOI
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. (English) Zbl 0981.62035 Stat. Inference Stoch. Process. 3, No. 3, 263-276 (2000). MSC: 62G09 91B84 62G10 62P05 62M10 91B28 PDF BibTeX XML Cite \textit{P. Hall} et al., Stat. Inference Stoch. Process. 3, No. 3, 263--276 (2000; Zbl 0981.62035) Full Text: DOI
Ng, Serena; Ruge-Murcia, Francisco J. Explaining the persistence of commodity prices. (English) Zbl 0973.91027 Comput. Econ. 16, No. 1-2, 149-171 (2000). MSC: 91B24 PDF BibTeX XML Cite \textit{S. Ng} and \textit{F. J. Ruge-Murcia}, Comput. Econ. 16, No. 1--2, 149--171 (2000; Zbl 0973.91027) Full Text: DOI
Noguchi, Mitsunori A fuzzy core equivalence theorem. (English) Zbl 0998.91037 J. Math. Econ. 34, No. 1, 143-158 (2000). Reviewer: Milan Mareš (Praha) MSC: 91B54 91A12 PDF BibTeX XML Cite \textit{M. Noguchi}, J. Math. Econ. 34, No. 1, 143--158 (2000; Zbl 0998.91037) Full Text: DOI
Zhang, Shunming Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets. (English) Zbl 0935.91029 Appl. Math., Ser. B (Engl. Ed.) 14, No. 2, 177-190 (1999). MSC: 91B50 91B52 PDF BibTeX XML Cite \textit{S. Zhang}, Appl. Math., Ser. B (Engl. Ed.) 14, No. 2, 177--190 (1999; Zbl 0935.91029) Full Text: DOI
Foster, Kenneth A.; Havenner, Arthur M. Cointegration and settlement of commodity futures contracts. (English) Zbl 0947.91031 Macroecon. Dyn. 3, No. 2, 226-242 (1999). MSC: 91B24 91B84 PDF BibTeX XML Cite \textit{K. A. Foster} and \textit{A. M. Havenner}, Macroecon. Dyn. 3, No. 2, 226--242 (1999; Zbl 0947.91031) Full Text: DOI
Detemple, Jerome B.; Giannikos, Christos I. Asset and commodity prices with multi-attribute durable goods. (English) Zbl 0875.90131 J. Econ. Dyn. Control 20, No. 8, 1451-1504 (1996). MSC: 91B62 91B24 PDF BibTeX XML Cite \textit{J. B. Detemple} and \textit{C. I. Giannikos}, J. Econ. Dyn. Control 20, No. 8, 1451--1504 (1996; Zbl 0875.90131) Full Text: DOI
Stahl, Dale O. II. Arbitrage and information in a sequential economy with many credit agencies. (English) Zbl 0866.90025 Math. Finance 5, No. 1, 33-54 (1995). MSC: 91B28 91B24 91B50 PDF BibTeX XML Cite \textit{D. O. II. Stahl}, Math. Finance 5, No. 1, 33--54 (1995; Zbl 0866.90025) Full Text: DOI
Ng, Serena Looking for evidence of speculative stockholding in commodity markets. (English) Zbl 0875.90054 J. Econ. Dyn. Control 20, No. 1-3, 123-143 (1995). MSC: 91B24 91B62 PDF BibTeX XML Cite \textit{S. Ng}, J. Econ. Dyn. Control 20, No. 1--3, 123--143 (1995; Zbl 0875.90054) Full Text: DOI
Wu, Kangping Competition and Loeb \(\kappa\)-measure spaces. (English) Zbl 1008.28502 Chin. Q. J. Math. 9, No. 1, 1-9 (1994). MSC: 28E05 91B52 91B24 PDF BibTeX XML Cite \textit{K. Wu}, Chin. Q. J. Math. 9, No. 1, 1--9 (1994; Zbl 1008.28502)
Rus, Ioan A.; Iancu, Crăciun A functional-differential model for price fluctuations in a single commodity market. (English) Zbl 0830.90010 Stud. Univ. Babeş-Bolyai, Math. 38, No. 2, 9-14 (1993). MSC: 91B24 34K99 PDF BibTeX XML Cite \textit{I. A. Rus} and \textit{C. Iancu}, Stud. Univ. Babeş-Bolyai, Math. 38, No. 2, 9--14 (1993; Zbl 0830.90010)
García-Cutrìn, Javier; Hervès-Beloso, Carlos A discrete approach to continuum economies. (English) Zbl 0858.90018 Econ. Theory 3, No. 3, 577-583 (1993). MSC: 91B50 91B54 PDF BibTeX XML Cite \textit{J. García-Cutrìn} and \textit{C. Hervès-Beloso}, Econ. Theory 3, No. 3, 577--583 (1993; Zbl 0858.90018) Full Text: DOI
Farahani, A. M.; Grove, E. A. A simple model for price fluctuations in a single commodity market. (English) Zbl 0763.34019 Oscillation and dynamics in delay equations, Proc. Spec. Sess. AMS, San Francisco/CA (USA) 1991, Contemp. Math. 129, 97-104 (1992). MSC: 34C10 91B24 PDF BibTeX XML Cite \textit{A. M. Farahani} and \textit{E. A. Grove}, Contemp. Math. 129, 97--103 (1992; Zbl 0763.34019)
Krasa, Stefan; Werner, Jan Equilibria with options: Existence and indeterminacy. (English) Zbl 0732.90013 J. Econ. Theory 54, No. 2, 305-320 (1991). MSC: 91B50 PDF BibTeX XML Cite \textit{S. Krasa} and \textit{J. Werner}, J. Econ. Theory 54, No. 2, 305--320 (1991; Zbl 0732.90013) Full Text: DOI
Berliant, Marcus; Dunz, Karl Nonlinear supporting prices. The superadditive case. (English) Zbl 0715.90030 J. Math. Econ. 19, No. 4, 357-367 (1990). MSC: 91B50 91B24 PDF BibTeX XML Cite \textit{M. Berliant} and \textit{K. Dunz}, J. Math. Econ. 19, No. 4, 357--367 (1990; Zbl 0715.90030) Full Text: DOI
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E. Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. (English) Zbl 0707.90018 Math. Oper. Res. 15, No. 1, 80-128 (1990). Reviewer: I.Karatzas MSC: 91B62 91B50 91B28 60H10 60J25 91B24 93E20 PDF BibTeX XML Cite \textit{I. Karatzas} et al., Math. Oper. Res. 15, No. 1, 80--128 (1990; Zbl 0707.90018) Full Text: DOI
Werner, Jan Structure of financial markets and real indeterminacy of equilibria. (English) Zbl 0694.90028 J. Math. Econ. 19, No. 1-2, 217-232 (1990). MSC: 91B50 91B62 PDF BibTeX XML Cite \textit{J. Werner}, J. Math. Econ. 19, No. 1--2, 217--232 (1990; Zbl 0694.90028) Full Text: DOI
Bondareva, O. N. A cooperative supply-demand game as a model of an unbalanced market. (English. Russian original) Zbl 0696.90093 Vestn. Leningr. Univ., Math. 22, No. 4, 7-11 (1989); translation from Vestn. Leningr. Univ., Ser. I 1989, No. 4, 7-11 (1989). MSC: 91A12 91B50 91B24 91A40 PDF BibTeX XML Cite \textit{O. N. Bondareva}, Vestn. Leningr. Univ., Math. 22, No. 4, 7--11 (1989; Zbl 0696.90093); translation from Vestn. Leningr. Univ., Ser. I 1989, No. 4, 7--11 (1989)
Bondareva, O. N. The cooperative game “demand-proposal” as a model of an unbalanced market. (Russian. English summary) Zbl 0685.90106 Vestn. Leningr. Univ., Ser. I 1989, No. 4, 7-11 (1989). MSC: 91A12 91B50 91B24 91A40 PDF BibTeX XML Cite \textit{O. N. Bondareva}, Vestn. Leningr. Univ., Ser. I 1989, No. 4, 7--11 (1989; Zbl 0685.90106)