Learning and price volatility in duopoly models of resource depletion

A-Tier
Journal: Journal of Monetary Economics
Year: 2013
Volume: 60
Issue: 7
Pages: 806-820

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The combination of learning and depletion in non-renewable resource markets adds significant volatility to commodity prices. The market consists of a small number of suppliers who make depletion plans based on their perceptions of how sensitive price is to supply. Learning leads to changes in these perceptions and hence the revision of depletion plans, which can have a dramatic effect on market supply and price. Firstly, price trends upwards faster than the rate of time preference as the non-renewable resource approaches exhaustion. Secondly, there are frequent escape episodes in which price rises rapidly before gradually falling back. The striking volatility and nonstationarity in commodity prices that results has parallels in oil price data.

Technical Details

RePEc Handle
repec:eee:moneco:v:60:y:2013:i:7:p:806-820
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25