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README.rst

Equilibrium Storage with Multiple Commodities

This page collects files and computer code for the paper Equilibrium Storage with Multiple Commodities by Kazuo Nishimura and John Stachurski.

Publication Details

Equilibrium Storage with Multiple Commodities
Kazuo Nishimura and John Stachurski
Journal of Mathematical Economics, 45, 80--96, 2009

Abstract

This paper introduces a multisector model of commodity markets with storage, where equilibrium is defined by profit maximization, arbitrage and market clearing conditions. We then solve for the decentralized equilibrium via a corresponding dynamic program. We also describe the dynamics of the model, establishing geometric ergodicity, a Law of Large Numbers and a Central Limit Theorem.

Code

All the code for the paper is in the programs directory.

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