Intertemporal Price Dynamics is a theoretical framework in agricultural commodity pricing that models the temporal evolution of prices over discrete time periods by accounting for storage decisions, market expectations, and supply-demand imbalances across seasons.
206
Publications
13.7K
Citations
359
Authors
243
Institutions
Publications per year
2017–2026
31
Publications
206
On the Behaviour of Commodity Prices
Angus Deaton, Guy Laroque · The Review of Economic Studies · 1992 · 1.2K citations
The Excess Co-Movement of Commodity Prices
Robert S. Pindyck, Julio J. Rotemberg · The Economic Journal · 1990 · 743 citations
1–5 of 206
Authors
359
- PC
4
h-index
- JA
4
h-index
- ND
3
h-index
- JDJ. David López‐Salido
Federal Reserve Board of Governors, United States
3 publications · 128 citations
3
h-index
- TF
3
h-index
1–5 of 359
Institutions
243
Columbia University
New York, United States
7 h-index
11 publications
1.8K citations
University of Wisconsin–Madison
Madison, United States
6 h-index
8 publications
398 citations
Yale University
New Haven, United States
5 h-index
5 publications
609 citations
New York University
New York, United States
5 h-index
5 publications
389 citations
Cornell University
Ithaca, United States
5 h-index
5 publications
610 citations
National Bureau of Economic Research
Cambridge, United States
5 h-index
8 publications
619 citations
Princeton University
Princeton, United States
4 h-index
4 publications
1.7K citations
Centre for Economic Policy Research
London, United Kingdom
4 h-index
5 publications
357 citations
1–8 of 243
Venues
- SSRN Electronic Journal
Repository · 17 publications · 615 citations
13
h-index
- American Journal of Agricultural Economics
13 publications · 1K citations
12
h-index
- The Journal of Finance
6 publications · 301 citations
6
h-index
- AgEcon Search (University of Minnesota, USA)
Repository · 6 publications · 189 citations
6
h-index
- The Economic Journal
6 publications · 931 citations
6
h-index
1–5