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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Cortazar, Gonzalo"
~subject:"Oil price"
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Zeitreihenanalyse
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Cortazar, Gonzalo
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3
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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:
2
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:
3
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:
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