Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices
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The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be characterized as reflecting the carry trade. It focuses on speculative factors, here defined as the trade-off between interest rates on the one hand and market participants' expectations
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美国国家经济研究局创建时间：
2013-09-01
