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Volumn 20, Issue 3, 2000, Pages 219-241

Modes of fluctuation in metal futures prices

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EID: 0034383560     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(200003)20:3<219::AID-FUT2>3.0.CO;2-3     Document Type: Article
Times cited : (9)

References (13)
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    • Bracker, K.1    Smith, K.2
  • 3
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    • Evaluating natural resource investments
    • Brennan, M. J., & Schwartz, E. S. (1985). Evaluating natural resource investments. Journal of Business, 58, 135-158.
    • (1985) Journal of Business , vol.58 , pp. 135-158
    • Brennan, M.J.1    Schwartz, E.S.2
  • 4
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    • The evaluation of commodity contingent claims
    • Cotazar, G., & Schwartz, E. S. (1994). The evaluation of commodity contingent claims. Journal of Derivatives 1, 27-39.
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    • Cotazar, G.1    Schwartz, E.S.2
  • 7
    • 84977738249 scopus 로고
    • Stochastic convenience yield and the pricing of oil contingent claims
    • Gibson, R., & Schwartz, E. S. (1990). Stochastic convenience yield and the pricing of oil contingent claims. Journal of Finance, 45, 959-976.
    • (1990) Journal of Finance , vol.45 , pp. 959-976
    • Gibson, R.1    Schwartz, E.S.2
  • 8
    • 84971954277 scopus 로고
    • Bond pricing and the term structure of interest rates: A discrete time approximation
    • Heath, D., Jarrow, R., & Morton, A. (1990). Bond pricing and the term structure of interest rates: A discrete time approximation. Journal of Financial and Quantitative Analysis, 25, 419-440.
    • (1990) Journal of Financial and Quantitative Analysis , vol.25 , pp. 419-440
    • Heath, D.1    Jarrow, R.2    Morton, A.3
  • 9
    • 0002674207 scopus 로고
    • Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation
    • Heath, D., Jarrow, R., & Morton, A. (1992). Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation. Econometrica, 60, 77-105.
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    • Heath, D.1    Jarrow, R.2    Morton, A.3
  • 10
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    • Term structure movements and pricing interest rate contingent claims
    • Ho, T. S. Y., & Lee, S. (1986). Term structure movements and pricing interest rate contingent claims. Journal of Finance, 41, 1011-1028.
    • (1986) Journal of Finance , vol.41 , pp. 1011-1028
    • Ho, T.S.Y.1    Lee, S.2
  • 12
    • 0010878086 scopus 로고
    • The pricing of commodity-linked bonds
    • Schwartz, E. S. (1982). The pricing of commodity-linked bonds. Journal of Finance, 37, 289-300.
    • (1982) Journal of Finance , vol.37 , pp. 289-300
    • Schwartz, E.S.1
  • 13
    • 0000792991 scopus 로고    scopus 로고
    • The stochastic behavior of commodity prices
    • Schwartz, E. S. (1997). The stochastic behavior of commodity prices. Journal of Finance, 52, 923-973.
    • (1997) Journal of Finance , vol.52 , pp. 923-973
    • Schwartz, E.S.1


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