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Exploration activity, long-run decisions, and the risk premium in energy futures
David, Alexander - In: The review of financial studies 32 (2019) 4, pp. 1536-1572
Persistent link: https://www.econbiz.de/10012033720
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Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony - In: The review of financial studies 12 (1999) 2, pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 11, pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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Determinants of trader profits in commodity futures markets
Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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Derivatives supply and corporate hedging : evidence from the Safe Harbor Reform of 2005
Giambona, Erasmo; Wang, Ye - In: The review of financial studies 33 (2020) 11, pp. 5015-5050
Persistent link: https://www.econbiz.de/10012387414