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Volumn 19, Issue 1, 1998, Pages 115-148

Alternative models of uncertain commodity prices for use with modern asset pricing methods

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING RESEARCH; MATHEMATICAL MODELS; PRODUCTION; QUALITY ASSURANCE; SURVEYS;

EID: 0031648034     PISSN: 01956574     EISSN: None     Source Type: Trade Journal    
DOI: 10.5547/ISSN0195-6574-EJ-Vol19-No1-5     Document Type: Article
Times cited : (72)

References (7)
  • 1
    • 0031648034 scopus 로고    scopus 로고
    • Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods
    • Baker, M.P., E.S. Mayfield and J. Parsons (1998). "Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods," The Energy Journal 19(1). This issue.
    • (1998) The Energy Journal , vol.19 , Issue.1 THIS ISSUE
    • Baker, M.P.1    Mayfield, E.S.2    Parsons, J.3
  • 2
    • 0031703664 scopus 로고    scopus 로고
    • On the Use of Modem Asset Pricing for Comparing Alternative Royalty Systems for Petroleum Development Projects
    • Bradley, Paul G. (1998). "On the Use of Modem Asset Pricing for Comparing Alternative Royalty Systems for Petroleum Development Projects," The Energy Journal 19(1). This issue.
    • (1998) The Energy Journal , vol.19 , Issue.1 THIS ISSUE
    • Bradley, P.G.1
  • 3
    • 0002844363 scopus 로고
    • The Price of Convenience and the Valuation of Commodity Contingent Claims
    • D.Lund and B. Øksendal (eds.) North Holland: Elsevier Science Publishers
    • Brennan, M.J. (1991). "The Price of Convenience and the Valuation of Commodity Contingent Claims," in D.Lund and B. Øksendal (eds.) Stochastic Models and Option Values, North Holland: Elsevier Science Publishers: 33-71.
    • (1991) Stochastic Models and Option Values , pp. 33-71
    • Brennan, M.J.1
  • 4
    • 0001603924 scopus 로고
    • Evaluating Natural Resource Investments
    • Brennan, M.J., and E.S. Schwartz (1985). "Evaluating Natural Resource Investments," Journal of Business 58: 135-157.
    • (1985) Journal of Business , vol.58 , pp. 135-157
    • Brennan, M.J.1    Schwartz, E.S.2
  • 5
    • 11744269667 scopus 로고
    • Hedging Long Run Commitments: Exercises in Incomplete Market Pricing
    • Ross, Stephen A. (1995). "Hedging Long Run Commitments: Exercises in Incomplete Market Pricing," working paper.
    • (1995) Working Paper
    • Ross, S.A.1
  • 6
    • 0031647245 scopus 로고    scopus 로고
    • Implications of Output Price Risk and Operating Leverage for the Evaluation of Petroleum Development Projects
    • Salahor, Gordon (1998). "Implications of Output Price Risk and Operating Leverage for the Evaluation of Petroleum Development Projects, The Energy Journal 19(1). This issue.
    • (1998) The Energy Journal , vol.19 , Issue.1 THIS ISSUE
    • Salahor, G.1
  • 7
    • 0000792991 scopus 로고    scopus 로고
    • The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
    • July
    • Schwartz, Eduardo S. (1997). "The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging," Journal of Finance 52(3), July: 923-973.
    • (1997) Journal of Finance , vol.52 , Issue.3 , pp. 923-973
    • Schwartz, E.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.