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Recovering from Shocks: Term Structure Signalling in Commodity Markets
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Investment and production dynamics of conventional oil and unconventional tight oil: Implications for oil markets and climate strategies
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Seasonality and the valuation of commodity options
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What does futures market interest tell us about the macroeconomy and asset prices?
inferredcites →https://doi.org/10.1016/j.qref.2013.01.003openalex-extracted
Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
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Storage and Commodity Markets
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Competitive Storage and Commodity Price Dynamics
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Evaluating Natural Resource Investments
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Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
inferredcites →https://doi.org/10.1086/296409openalex-extracted
Parsimonious Modeling of Yield Curves
inferredcites →https://doi.org/10.1111/0022-1082.00248openalex-extracted
Equilibrium Forward Curves for Commodities
inferredcites →https://doi.org/10.1111/0022-1082.00253openalex-extracted
Hedging Pressure Effects in Futures Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05187.xopenalex-extracted
Backwardation in Oil Futures Markets: Theory and Empirical Evidence
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/10.1111/j.1540-6261.2009.01466.xopenalex-extracted
Oil Futures Prices in a Production Economy with Investment Constraints
inferredcites →https://doi.org/10.1111/jofi.12096openalex-extracted
An Anatomy of Commodity Futures Risk Premia
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Proof that Properly Anticipated Prices Fluctuate Randomly
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Commodity Markets Outlook, October 2023
inferredcites →https://doi.org/10.2139/ssrn.880607openalex-extracted
How Persistent Are Shocks to World Commodity Prices?
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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On the Behaviour of Commodity Prices
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How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock
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