The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging-Reference-Cited by-同舟云学术

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Published:1997-07 Issue:3 Volume:52 Page:923-973
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

SCHWARTZ EDUARDO S.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb02721.x/fullpdf

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2. Mean reversion in equilibrium asset prices: evidence from the futures term structure;Bessembinder;Journal of Finance,1995

3. Mineral investment decision making: A study of mining company practices;Bhappu;Engineering and Mining Journal,1995

4. Bjerksund , P. 1991 Contingent claims evaluation when the convenience yield is stochastic: analytical results Working paper, Norwegian School of Economics and Business Administration

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