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subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~person:"Anzuini, Alessio"
~person:"Cortazar, Gonzalo"
~subject:"Derivat"
~subject:"Oil price"
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Anzuini, Alessio
Cortazar, Gonzalo
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A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
2
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
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