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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Detalles Bibliográficos
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:
Acceso en línea:Ver este registro en EBSCOhost
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      pub: MIT Press
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        atl: ON SPECULATION AND PRICE STABILITY UNDER UNCERTAINTY.
      aug:
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          Jesse Jr., Richard R.
          Radcliffe, Robert C.
        affil:
          Auburn University.
          University of Florida.
      su:
        Speculation
        Uncertainty
        Price maintenance
        Prices
        Commodity exchanges
        Mathematical models
        Demand function
        Economic demand
        Mathematical functions
      sug:
        subj:
          Speculation
          Uncertainty
          Price maintenance
          Prices
          Commodity exchanges
          Mathematical models
          Demand function
          Economic demand
          Mathematical functions
      ab: 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 Schimmier has been extended in order to introduce uncertain future nonspeculative excess demand. A comparison of our results with those of Telser, Kemp, Farrell, and Schimmier reveals that, assuming linearity of the nonspeculators' excess demand curve, the results obtained in the prior studies continue to hold when the speculators are no longer assumed to know the nonspeculators' future excess demand function.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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