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Expected returns on commodity ETFs and their underlying assets
Cortazar, Gonzalo; Ortega, Hector; Santa Maria, Joaquin; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015162611
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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
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A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo; Lopez, Matias; Naranjo, Lorenzo - In: Energy economics 67 (2017), pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
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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