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Commodity price forecasts, fut...
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CAPM
Theorie
98
Theory
98
USA
36
Optionspreistheorie
35
Option pricing theory
34
United States
34
Volatility
29
Volatilität
27
Real options analysis
26
Realoptionsansatz
26
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23
Rohstoffderivat
23
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22
Zinsstruktur
22
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20
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20
Stochastic process
15
Stochastischer Prozess
15
Climate change
14
Investitionsentscheidung
14
Klimawandel
14
Swap
14
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13
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Warenbörse
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Welt
13
World
13
Commodity price
12
Derivat
12
Derivative
12
Firm valuation
12
Rohstoffpreis
12
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11
Unternehmenswert
11
EU countries
10
EU-Staaten
10
Index futures
10
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8
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English
14
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Schwartz, Eduardo S.
12
Cortazar, Gonzalo
7
Gibson, Rajna
3
Kovacevic, Ivo
2
Ortega, Hector
2
Bernales, Alejandro
1
Brennan, Michael J.
1
Kraft, Holger
1
Liedtke, Philip
1
Morck, Randall
1
Rojas, Maximiliano
1
Salamunic, Luka
1
Skiadopoulos, George
1
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1
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National Bureau of Economic Research
1
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The journal of business : B
2
Advances in futures and options research : a research annual
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Les cahiers de recherche / Centre HEC-ISA
1
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1
NBER working paper series
1
Real options and investment under uncertainty : classical readings and recent contributions
1
The energy journal
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
14
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1
Commodity index risk premium
Cortazar, Gonzalo
;
Ortega, Hector
;
Rojas, Maximiliano
; …
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
Saved in:
2
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
3
A compound option model of production and intermediate inventories
Cortazar, Gonzalo
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10001159927
Saved in:
4
Cash flow multipliers and optimal investment decisions
Kraft, Holger
;
Schwartz, Eduardo S.
-
2010
Persistent link: https://www.econbiz.de/10003951821
Saved in:
5
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 559-570)
.
2004
Persistent link: https://www.econbiz.de/10002362631
Saved in:
6
Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S.
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
Saved in:
7
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
8
Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
Saved in:
9
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
10
Essays on contingent claims
Cortazar, Gonzalo
-
1992
Persistent link: https://www.econbiz.de/10000858475
Saved in:
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