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文章基本信息

  • 标题:Updating the Estimation of the Supply of Storage Model
  • 本地全文:下载
  • 作者:Zulauf, Carl R. ; Zhou, Haijiang ; Roberts, Matthew C.
  • 期刊名称:Journal of Food Distribution Research
  • 印刷版ISSN:0047-245X
  • 出版年度:2005
  • 期号:SUPPL
  • 出版社:Food Distribution Research Society
  • 摘要: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.
  • 关键词:supply of storage;implied volatility;convenience yield
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