Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 144 checked references that resolve
resolves10.3905/jai.1999.318904The Hedging Benefits of Commodity Futures in International Portfolio Diversification
resolves10.3386/w16875Limits to Arbitrage and Hedging: Evidence from Commodity Markets
resolves10.2139/ssrn.1879109Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options
resolves10.1080/13504860600725031A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
resolves10.1002/for.1061Forecasting commodity prices: GARCH, jumps, and mean reversion
resolves10.1093/rfs/5.4.637Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
resolves10.3905/jod.1996.407967Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
resolves10.2139/ssrn.1948608Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage
resolves10.1086/261148Efficient Asset Portfolios and the Theory of Normal Backwardation
resolves10.1080/14697680802374791Implications of a regime-switching model on natural gas storage valuation and optimal operation
resolves10.1002/fut.3990050208Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing model
resolves10.1016/j.rfe.2005.03.001Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
resolves10.1086/262046Competitive Storage and Commodity Price Dynamics
resolves10.1007/s11147-006-9002-2The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets
resolves10.1086/260133Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums
resolves10.1086/296385Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
resolves10.1086/500675Understanding the Fine Structure of Electricity Prices*
resolves10.1086/296330Futures Price Variability: A Test of Maturity and Volume Effects
resolves10.2307/2951677Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
resolves10.1093/rfs/6.2.327A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.2307/2331378Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
resolves10.2307/1244581Jump Processes in Commodity Futures Prices and Options Pricing
resolves10.2307/2330814Determinants of Hedging and Risk Premia in Commodity Futures Markets
resolves10.2307/2938209Hedging Pressure and Futures Price Movements in a General Equilibrium Model
resolves10.2307/2331288One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
resolves10.1002/fut.3990130403Determinants of agricultural futures price volatilities: Evidence from winnipeg commodity exchange
resolves10.1002/fut.10115Natural gas prices and the gas storage report: Public news and volatility in energy futures markets
resolves10.1080/713666159Commodity price modelling that matches current observables: a new approach
resolves10.2307/2331377Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
resolves10.1086/296630Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices
resolves10.2139/ssrn.301994Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
resolves10.2307/2297674A Simple Competitive Model with Production and Storage
resolves10.2307/2330460Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium
resolves10.2139/ssrn.1949097Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis
resolves10.3386/w16385Index Investment and Financialization of Commodities
resolves10.1086/258036Futures Trading and the Storage of Cotton and Wheat
resolves10.1093/rfs/hhp036Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
resolves10.1002/fut.20527Variance risk premiums and predictive power of alternative forward variances in the corn market
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