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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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Oil futures prices in a production economy with investment constraints
Kogan, Leonid; Livdan, Dmitry; Yaron, Amir - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1345-1375
Persistent link: https://www.econbiz.de/10003871952
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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
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Oil and the stock markets
Jones, Charles M. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 463-491
Persistent link: https://www.econbiz.de/10001205907
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An anatomy of commodity futures risk premia
Szymanowska, Marta; Roon, Frans de; Nijman, Theodore E.; … - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
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Information, trading, and volatility : evidence from weather-sensitive markets
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2899-2930
Persistent link: https://www.econbiz.de/10003398510
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Equilibrium pricing and optimal hedging in electricity forward markets
Bessembinder, Hendrik; Lemmon, Michael L. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1347-1382
Persistent link: https://www.econbiz.de/10001685003
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The economic value of volatility timing
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
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Equilibrium forward curves for commodities
Routledge, Bryan R.; Seppi, Duane J.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602