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Equilibrium commodity prices with irreversible investment and non-linear technology
Casassus, Jaime; Collin-Dufresne, Pierre; Routledge, … - 2005
Persistent link: https://www.econbiz.de/10003259805
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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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Consumption and hedging in oil-importing developing countries
Aldunate, Felipe; Casassus, Jaime - In: European financial management : the journal of the … 18 (2012) 5, pp. 896-928
Persistent link: https://www.econbiz.de/10009665599
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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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Consumption and hedging in oil-importing developing countries
Aldunate, Felipe; Casassus, Jaime; Sauma, Enzo E. - 2010
Persistent link: https://www.econbiz.de/10009237135
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Correlation structure between inflation and oil futures returns : an equilibrium approach
Casassus, Jaime; Ceballos, Diego; Higuera, Freddy - 2010
Persistent link: https://www.econbiz.de/10009237148
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Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime - 2004
Persistent link: https://www.econbiz.de/10003383662