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Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi - In: Asia Pacific financial markets 27 (2020) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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Commodity spread option with cointegration
Nakajima, Katsushi; Ōhashi, Kazuhiko - In: Asia-Pacific financial markets 23 (2016) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80
Persistent link: https://www.econbiz.de/10013194631