Stochastic Storage Cost Model for Grains Futures

How storage cost affects the futures prices

The world is experiencing the biggest supply shock to global grains markets in recent history. Prices of various crops, including wheat, soy, and corn, have skyrocketed. Take wheat as an example, the futures prices have jumped to record high in March.

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Latest articles on Quantitative Investing, covering wide-ranging topics, from portfolio construction and strategic rebalancing to risk premia strategies and statistical arbitrage, with emphasis on combining quantitative methods with financial insights.

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Tim Leung, Ph.D.

Tim Leung, Ph.D.

Boeing Endowed Chair Professor of Applied Math, Director of the Computational Finance & Risk Management (CFRM) Program at University of Washington, Seattle

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