Estimating the term structure of commodity market preferences-Reference-Cited by-同舟云学术

Estimating the term structure of commodity market preferences

Published:2020-05 Issue:3 Volume:282 Page:1146-1163
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Christodoulakis George^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference46 articles.

1. Preferences estimation without approximation;Alghalith;European Journal of Operational Research,2010

2. What do we learn from the price of crude oil futures;Alquist;Journal of Applied Econometrics,2010

3. Understanding the sources of risk underlying the cross section of commodity returns;Bakshi;Management Science,2019

4. Estimating utility functions in the presence of response error;Blackmond-Laskey;Management Science,1987

5. The risk preferences of U.S. executives;Brenner;Management Science,2015

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5. The Rationality of USDA Forecasts under Multivariate Asymmetric Loss;American Journal of Agricultural Economics;2020-09-09