The Stochastic Behavior of Commodity Prices

SCHWARTZ, E. S. (1997). The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging. Journal of Finance, 52(3), 923-973.

Type

Journal article

Intellectual base

Primary research

Year

1997

DOI

10.1111/j.1540-6261.1997.tb02721.x

Link

https://doi.org/10.1111/j.1540-6261.1997.tb02721.x

Cited by

1 citation across 1 artifact.

Domain-specific

• Theory of Storage
  • They extend rather than define the core theory.

Verification

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Registry ID ref:509c7d9566ba · see in the full table