A continuous time equilibrium model of forward prices and futures prices in a multigood economy-Reference-Cited by-同舟云学术

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A continuous time equilibrium model of forward prices and futures prices in a multigood economy

Published:1981-12 Issue:4 Volume:9 Page:347-371
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Richard Scott F.,Sundaresan M.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979

4. Consumption risks in futures markets;Breeden;Journal of Finance, Papers and Proceedings,1980

5. Asset prices in a production economy;Brock,1978

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2. Futures and Forwards;Springer Texts in Business and Economics;2022

3. Hedging Long-Dated Oil Futures and Options Using Short-Dated Securities — Revisiting Metallgesellschaft;SSRN Electronic Journal;2021

4. Equilibrium commodity prices with irreversible investment and non-linear technologies;Journal of Banking & Finance;2018-10

5. TRADER TYPE EFFECTS ON THE VOLATILITY-VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET;Bulletin of Economic Research;2017-10-24

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