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subject:"ARCH-Modell"
~subject:"Theorie"
~person:"Schwartz, Eduardo S."
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ARCH-Modell
Theorie
Commodity derivative
19
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10
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10
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Schwartz, Eduardo S.
McAleer, Michael
33
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10
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9
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9
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9
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9
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9
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9
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9
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9
Roengchai Tansuchat
9
Sandri, Damiano
9
Sauerbeck, A.
9
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9
Wei, Yu
9
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8
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8
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1
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1
Five essays on commodity pricing, irreversible investments, convertible bonds, and the liquidation of bad loans
1
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1
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1
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
2
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
Saved in:
3
Fisheries optimal harvest under price and biomass uncertainty
Pizarro, Jose
;
Schwartz, Eduardo S.
- In:
Environmental and resource economics
78
(
2021
)
1
,
pp. 147-175
Persistent link: https://www.econbiz.de/10012427763
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Commodity and asset pricing models : an integration
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
-
2013
Persistent link: https://www.econbiz.de/10009772484
Saved in:
7
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
8
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
9
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
Saved in:
10
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
Saved in:
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