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The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

  • Published:1979-03 Issue:1 Volume:34 Page:69-83
  • ISSN:0022-1082
  • Container-title:The Journal of Finance
  • language:en
  • Short-container-title:The Journal of Finance

Author:

GRAUER FREDERICK L. A.,LITZENBERGER ROBERT H.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference25 articles.

1. K. J. Arrow The Role of Securities in the Optimal Allocation of Risk-Bearing 1971

2. The Pricing of Commodity Contracts;Black;Journal of Financial Economics,1976

3. Prices of State-Contingent Claims Implicit in Option Prices;Breeden;Journal of Business,1978

4. Necessary Conditions for Aggregation in Securities Markets;Brennan;Journal of Financial and Quantitative Analysis,1978

5. The Structure of Investor Preferences and Asset Returns, and Separability in Portfolio Allocation: A Contribution to the Pure Theory of Mutual Funds;Cass;Journal of Economic Theory,1970

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1. A tale of two premiums revisited;Journal of Futures Markets;2023-01-26

2. Predictive abilities of speculators in energy markets;Journal of Futures Markets;2020-05

3. Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?;Scottish Journal of Political Economy;2018-02-07

4. Hedging;The New Palgrave Dictionary of Economics;2018

5. Intertemporal Portfolio Theory and Asset Pricing;The New Palgrave Dictionary of Economics;2018
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