Amal Dabbous

Concordia University, Quebec - Department of Economics

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1MB

Canada

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics

FRB Atlanta Working Paper No. 2013-8
Number of pages: 30 Posted: 22 Mar 2015
Hirbod Assa, Amal Dabbous and Nikolay Gospodinov
University of Liverpool, Concordia University, Quebec - Department of Economics and Federal Reserve Bank of Atlanta
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Abstract:

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commodity price determination, staggered pricing, high persistence, conditional heteroskedasticity, simulated method of moments