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020 ▼a 9780438324541
035 ▼a (MiAaPQ)AAI10815416
035 ▼a (MiAaPQ)berkeley:17806
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 338
1001 ▼a Guerra, Ernesto A.
24510 ▼a Essays on the Competitive Commodity Storage Model.
260 ▼a [S.l.] : ▼b University of California, Berkeley., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 62 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
500 ▼a Adviser: Brian Darven Wright.
5021 ▼a Thesis (Ph.D.)--University of California, Berkeley, 2018.
520 ▼a This dissertation consists of three essays on the competitive commodity storage model. This model provides a basis for rationalizing many of the observed qualitative features of the behavior of prices of storable commodities. I attempt to make a
520 ▼a In the first chapter, I analyze the ability of the standard commodity storage model to replicate serial correlation in annual prices. Calendar year averages of prices induce spurious smoothing of price spikes, a fact that has been surprisingly o
520 ▼a In the second chapter, I propose an alternative numerical strategy for solving nonlinear rational expectation models with inequality constraints. It addresses three problems observed in the standard solution method: lack of robustness to scaling
520 ▼a Finally in the third chapter, I present a critique of a theoretical version of the competitive commodity storage model that assumes a support for the speculative storage that is bounded from below at zero, and above at a exogenous predetermined
590 ▼a School code: 0028.
650 4 ▼a Agricultural economics.
690 ▼a 0503
71020 ▼a University of California, Berkeley. ▼b Agricultural Economics.
7730 ▼t Dissertation Abstracts International ▼g 80-01A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0028
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998172 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자