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~subject:"Commodity price"
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Commodity price
Theorie
97
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97
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36
Optionspreistheorie
35
Option pricing theory
34
United States
34
Volatility
29
Volatilität
27
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24
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24
Yield curve
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20
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15
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14
Climate change
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13
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13
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13
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13
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12
Derivative
12
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12
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11
Unternehmenswert
11
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10
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10
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10
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English
13
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Schwartz, Eduardo S.
10
Cortazar, Gonzalo
9
Ortega, Hector
5
Millard, Cristobal
4
Kovacevic, Ivo
2
Lopez, Matias
2
Naranjo, Lorenzo
2
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2
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Energy economics
2
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Five essays on commodity pricing, irreversible investments, convertible bonds, and the liquidation of bad loans
1
Journal of energy finance & development
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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1
Commodity and asset pricing models : an integration
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
-
2013
Persistent link: https://www.econbiz.de/10009772484
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
Saved in:
3
Commodity price forecasts, futures prices and pricing models
Cortazar, Gonzalo
;
Millard, Cristobal
;
Ortega, Hector
; …
-
2016
Persistent link: https://www.econbiz.de/10011609253
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
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:
6
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:
7
Theory of storage and the pricing of commodity claims
Nielsen, Martin J.
;
Schwartz, Eduardo S.
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002012125
Saved in:
8
Theory of storage and the pricing of commodity claims
Nielsen, Martin J.
;
Schwartz, Eduardo S.
- In:
Five essays on commodity pricing, irreversible …
,
(pp. 5-28)
.
2002
Persistent link: https://www.econbiz.de/10001733699
Saved in:
9
Empirical performance of commodity pricing models : when is it worthwhile to use a stochastic volatility specification?
Cortazar, Gonzalo
;
Gutierrez, Simon
;
Ortega, Hector
- In:
The journal of futures markets
36
(
2016
)
5
,
pp. 457-487
Persistent link: https://www.econbiz.de/10011568444
Saved in:
10
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:
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