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ON SPECULATION AND PRICE STABILITY UNDER UNCERTAINTY.

In prior studies that use mathematical models to investigate the impact of speculative activity on commodity prices, it is assumed that speculators know both current and future nonspeculative excess demand functions. In this paper the analytical framework provided by Telser, Kemp, Farrell, and Schim...

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Publicado en:Review of Economics & Statistics Vol. 63; no. 1; pp. 129 - 133
Autores principales: Jesse Jr., Richard R., Radcliffe, Robert C.
Formato: Artículo
Publicado: MIT Press Feb81
Materias:
Speculation
Uncertainty
Price maintenance
Prices
Commodity exchanges
Mathematical models
Demand function
Economic demand
Mathematical functions
Acceso en línea:Ver este registro en EBSCOhost