| dc.contributor.author | Jörnsten, Kurt | |
| dc.contributor.author | Ubøe, Jan | |
| dc.date.accessioned | 2015-09-01T10:22:22Z | |
| dc.date.accessioned | 2015-09-01T10:32:26Z | |
| dc.date.available | 2015-09-01T10:22:22Z | |
| dc.date.available | 2015-09-01T10:32:26Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Applied Mathematical Finance 2009, 16(5):385-399 | |
| dc.identifier.issn | 1433-4313 | |
| dc.identifier.uri | http://hdl.handle.net/11250/298348 | |
| dc.description | - | |
| dc.description | This is the author's version of the article. | |
| dc.description.abstract | We consider a setting where a large number of agents are trading commodity bundles. Assuming that agents of the same type have a certain utility attached to each transaction, we construct a statistical equilibrium which in turn implies prices on the different commodities. Our basic question is then the following. Assuming that some commodities come out with prices that are socially unacceptable, is it possible to change these prices systematically if a new type of agent is paid to enter the market? We will consider explicit examples where this can be done. | |
| dc.language.iso | eng | |
| dc.publisher | Taylor & Francis Group | |
| dc.title | Strategic Pricing of Commodities | |
| dc.type | Journal article | |
| dc.type | Peer reviewed | |
| dc.date.updated | 2015-09-01T10:22:22Z | |
| dc.identifier.doi | 10.1080/13504860802639261 | |
| dc.identifier.cristin | 855074 | |
