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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

Valuing long-term commodity assets

Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001445708

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

Theory of storage and the pricing of commodity claims

Nielsen, Martin J.; Schwartz, Eduardo S. - In: Five essays on commodity pricing, irreversible …, (pp. 5-28). 2002

Persistent link: https://www.econbiz.de/10001733699

Theory of storage and the pricing of commodity claims

Nielsen, Martin J.; Schwartz, Eduardo S. - In: Review of derivatives research 7 (2004) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10002012125

The pricing of crude oil futures options contracts

Gibson, Rajna; Schwartz, Eduardo S. - 1990 - Rev

Persistent link: https://www.econbiz.de/10000789482

Implementing a stochastic model for oil futures prices

Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Energy economics 25 (2003) 3, pp. 215-238

Persistent link: https://www.econbiz.de/10001764802

Time-varying term structure of oil risk premia

Cortazar, Gonzalo; Liedtke, Philip; Ortega, Hector; … - In: The energy journal 43 (2022) 5, pp. 71-91

Persistent link: https://www.econbiz.de/10013412820

The pricing of crude oil: futures contracts

Gibson, Rajna - 1990

Persistent link: https://www.econbiz.de/10013444274

Expected Returns on Oil Futures Etfs

Cortazar, Gonzalo; Ortega, Hector; Santa Maria, Joaquin; … - 2022

This paper develops a new methodology to estimate oil ETF returns using WTI futures prices and analysts’ forecasts. Futures prices are obtained from the New York Mercantile Exchange, and analysts’ forecasts from Bloomberg and the U.S. Energy Information Administration.We use the United...

Persistent link: https://www.econbiz.de/10014241060