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Modeling Seasonality in Commodity Price Dynamics

https://doi.org/10.2139/ssrn.2503252
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1093/rfs/14.1.113openalex-extracted
Valuing American Options by Simulation: A Simple Least-Squares Approach
inferredcites →https://doi.org/10.1093/rfs/3.4.573openalex-extracted
Pricing Interest-Rate-Derivative Securities
inferredcites →https://doi.org/10.1093/ww/9780199540884.013.u42456openalex-extracted
’, Prof. Laura D’Andrea, (born 28 June 1947), Dean of London Business School, 2002–06; Professor of Business Administration and Economics, Haas School of Business, University of California at Berkeley, since 2013
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05114.xopenalex-extracted
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02721.xopenalex-extracted
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
inferredcites →https://doi.org/10.1142/9781848161948_0002openalex-extracted
Option Pricing and Binomial Methods
inferredcites →https://doi.org/10.1142/s0219024904002517openalex-extracted
STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS
inferredcites →https://doi.org/10.1175/1520-0493(1993)121<1703:acoima>2.0.co;2openalex-extracted
A Climatology of Intense (or Major) Atlantic Hurricanes
inferredcites →https://doi.org/10.2139/ssrn.160608openalex-extracted
Valuing Energy Options in a One Factor Model Fitted to Forward Prices
inferredcites →https://doi.org/10.2139/ssrn.666openalex-extracted
Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
inferredcites →https://doi.org/10.2307/2951677openalex-extracted
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
inferredcites →https://doi.org/10.3905/jod.1994.407896openalex-extracted
The Valuation of Commodity Contingent Claims
inferredcites →https://doi.org/10.3905/jod.1996.407967openalex-extracted
Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
inferredcites →https://doi.org/10.3905/jod.2008.702507openalex-extracted
Gas Storage Valuation Using a Monte Carlo Method

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inferred← citeshttps://doi.org/10.1007/s00181-021-02094-4openalex-snapshot
Stochastic seasonality in commodity prices: the case of US natural gas
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