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Agent-Based Modelling of a Commodity Market Dynamics

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Gębarowski R., Drożdż S., Górski A., Oświęcimka P.
Acta Physica Polonica A
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2016
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vol. 129
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issue 5
1032-1037
EN
A modification of Yasutomi's agent-based model of the commodity market is investigated. It is argued that introduced modification of the microscopic exchange rules allows for emergence of commodity exchange rates in the model. Moreover, the model scaling due to finite size effects is considered and some practical implications of such scaling are discussed.
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Competition of Commodities for the Status of Money in an Agent-based Model

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Gębarowski R., Drożdż S., Górski A., Oświęcimka P.
Acta Physica Polonica A
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2015
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vol. 127
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issue 3A
A-51-A-54
EN
In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is possible. The competition reveals itself as a rivalry of a few (typically two) dominant commodities, which take the status of money in turn.
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