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~subject:"Commodity derivative"
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Commodity derivative
Theorie
97
Theory
97
USA
36
Optionspreistheorie
35
Option pricing theory
34
United States
34
Volatility
29
Volatilität
27
Real options analysis
26
Realoptionsansatz
26
Rohstoffderivat
24
Yield curve
21
Zinsstruktur
21
Portfolio selection
20
Portfolio-Management
20
Stochastic process
15
Stochastischer Prozess
15
CAPM
14
Climate change
14
Investitionsentscheidung
14
Klimawandel
14
Swap
14
Commodity exchange
13
Commodity price
13
Greenhouse gas emissions
13
Investment decision
13
Rohstoffpreis
13
Treibhausgas-Emissionen
13
Warenbörse
13
Welt
13
World
13
Derivat
12
Derivative
12
Firm valuation
12
Firm value
11
Unternehmenswert
11
EU countries
10
EU-Staaten
10
Index futures
10
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Free
6
Undetermined
6
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Article
13
Book / Working Paper
11
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13
Aufsatz in Zeitschrift
13
Arbeitspapier
3
Working Paper
3
Language
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English
24
Author
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Schwartz, Eduardo S.
19
Cortazar, Gonzalo
13
Ortega, Hector
8
Trolle, Anders B.
5
Millard, Cristobal
3
Gibson, Rajna
2
Miltersen, Kristian R.
2
Naranjo, Lorenzo
2
Kovacevic, Ivo
1
Liedtke, Philip
1
Lopez, Matias
1
Milla, Carlos
1
Pérez, Jose Antonio
1
Rojas, Maximiliano
1
Santa Maria, Joaquin
1
Severino, Felipe
1
Valencia, Consuelo
1
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National Bureau of Economic Research
2
Centre for Economic Policy Research
1
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Energy economics
4
NBER Working Paper
2
NBER working paper series
2
The journal of futures markets
2
Journal of commodity markets
1
Journal of energy finance & development
1
Journal of financial and quantitative analysis : JFQA
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Publications from Department of Management
1
The energy journal
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
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Working paper series of the network in financial markets
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ECONIS (ZBW)
24
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1
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
Saved in:
2
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
3
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:
4
Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo
;
Millard, Cristobal
;
Ortega, Hector
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
Saved in:
5
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:
6
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
7
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
Saved in:
8
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
9
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
10
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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