E-LIB Suche - Ergebnisse für: Cortazar, Gonzalo

1

Commodity index risk premium:

Cortazar, Gonzalo ; Ortega, Hector ; Rojas, Maximiliano.
Journal of Commodity Markets. 22 (2021) - p. 100156 , 2021

Link: https://doi.org/10.1016/..

2

How good are analyst forecasts of oil prices?:

Cortazar, Gonzalo ; Ortega, Hector ; Valencia, Consuelo
Energy Economics. 102 (2021) - p. 105500 , 2021

Link: https://doi.org/10.1016/..

3

Optimal decision policy for real options under general Mark..:

Cortazar, Gonzalo ; Naranjo, Lorenzo ; Sainz, Felipe
European Journal of Operational Research. 288 (2021) 2 - p. 634-647 , 2021

Link: https://doi.org/10.1016/..

4

Expected prices, futures prices and time-varying risk premi..:

Cifuentes, Sebastián ; Cortazar, Gonzalo ; Ortega, Hector.
Resources Policy. 69 (2020) - p. 101825 , 2020

Link: https://doi.org/10.1016/..

5

How Valuable Is Market-and Firm-Specific Information for Ca..:

Cortazar, Gonzalo ; Ortega, Hector ; Romero, Rodrigo
Emerging Markets Finance and Trade. 58 (2019) 1 - p. 164-179 , 2019

Link: https://doi.org/10.1080/..

6

Learning and Index Option Returns:

Bernales, Alejandro ; Cortazar, Gonzalo ; Salamunic, Luka.
Journal of Business & Economic Statistics. 38 (2018) 2 - p. 327-339 , 2018

Link: https://doi.org/10.1080/..

7

A multifactor stochastic volatility model of commodity pric..:

Cortazar, Gonzalo ; Lopez, Matias ; Naranjo, Lorenzo
Energy Economics. 67 (2017) - p. 182-201 , 2017

Link: https://doi.org/10.1016/..

8

Commodity Price Forecasts, Futures Prices and Pricing Model

NBER working paper series, no. w22991

Cortazar, Gonzalo ; Millard, Cristobal ; Ortega, Hector. , 2016

Link: https://www.nber.org/pap..

9

Expected commodity returns and pricing models:

Cortazar, Gonzalo ; Kovacevic, Ivo ; Schwartz, Eduardo S.
Energy Economics. 49 (2015) - p. 60-71 , 2015

Link: https://doi.org/10.1016/..

10

Empirical Performance of Commodity Pricing Models: When is ..:

Cortazar, Gonzalo ; Gutierrez, Simon ; Ortega, Hector
Journal of Futures Markets. 36 (2015) 5 - p. 457-487 , 2015

Link: https://doi.org/10.1002/..

11

Commodity and Asset Pricing Models: An Integration

NBER working paper series, no. w19167

Cortazar, Gonzalo ; Kovacevic, Ivo ; Schwartz, Eduardo S , 2013

Link: https://www.nber.org/pap..

12

Credit Spreads in Illiquid Markets: Model and Implementatio:

Cortazar, Gonzalo ; Schwartz, Eduardo S. ; Tapia, Claudio
Emerging Markets Finance & Trade. 48 (2012) 6 - p. 53-72 , 2012

Link: http://dx.doi.org/10.275..

13

Credit Spreads in Illiquid Markets: Model and Implementatio:

Cortazar, Gonzalo ; Schwartz, Eduardo S. ; Tapia, Claudio
Emerging Markets Finance and Trade. 48 (2012) 6 - p. 53-72 , 2012

Link: https://doi.org/10.2753/..

14

Can oil prices help estimate commodity futures prices? The ..:

Cortazar, Gonzalo ; Eterovic, Francisco
Resources Policy. 35 (2010) 4 - p. 283-291 , 2010

Link: https://doi.org/10.1016/..

15

A multicommodity model of futures prices: Using futures pri..:

Cortazar, Gonzalo ; Milla, Carlos ; Severino, Felipe
Journal of Futures Markets. 28 (2008) 6 - p. 537-560 , 2008

Link: https://doi.org/10.1002/..