Follow
Jaime Casassus
Title
Cited by
Cited by
Year
Stochastic convenience yield implied from commodity futures and interest rates
J Casassus, P Collin‐Dufresne
The Journal of Finance 60 (5), 2283-2331, 2005
5232005
Optimal exploration investments under price and geological—technical uncertainty: a real options model
G Cortazar, ES Schwartz, J Casassus
Real R & D Options, 149-165, 2003
1692003
Economic linkages, relative scarcity, and commodity futures returns
J Casassus, P Liu, K Tang
The Review of Financial Studies 26 (5), 1324-1362, 2013
104*2013
Optimal timing of a mine expansion: Implementing a real options model
G Cortazar, J Casassus
The Quarterly Review of Economics and Finance 38 (3), 755-769, 1998
1011998
Equilibrium commodity prices with irreversible investment and non-linear technology
J Casassus, P Collin-Dufresne, BR Routledge
National Bureau of Economic Research, 2005
96*2005
Unspanned stochastic volatility and fixed income derivatives pricing
J Casassus, P Collin-Dufresne, B Goldstein
Journal of Banking & Finance 29 (11), 2723-2749, 2005
642005
Short-horizon return predictability and oil prices
J Casassus, F Higuera
Quantitative Finance 12 (12), 1909-1934, 2012
25*2012
A compound option model for evaluating multistage natural resource investments
JE Casassus Vargas, G Cortazar Sanz
Oxford University Press, 2000
232000
Correlation structure between inflation and oil futures returns: An equilibrium approach
J Casassus, D Ceballos, F Higuera
Resources Policy 35 (4), 301-310, 2010
92010
Adjusted money's worth ratios in life annuities
J Casassus, EW Hitschfeld
Oficina de Publ., 2013
72013
Optimal ipo timing in an exchange economy
J Casassus, M Villalon
Unpublished Working Paper, 2010
72010
Consumption and hedging in oil importing developing countries
F Aldunate, J Casassus
Pontificia Universidad Católica de Chile, Instituto de Economía, Oficina de …, 2010
42010
Stochastic behavior of spot and futures commodity prices: Theory and evidence
J Casassus
Carnegie Mellon University, 2004
42004
The Economic Impact of Oil on Industry Portfolios
J Casassus, F Higuera
Oficina de Publ., 2013
22013
Maximal Gaussian Affine Models for Multiple Commodities: A Note
J Casassus, P Liu, K Tang
Journal of Futures Markets 35 (1), 75-86, 2015
1*2015
Consumption and Hedging in Oil‐Importing Developing Countries
F Aldunate, J Casassus
European Financial Management, 2012
12012
A COMPOUND OPTION MODEL FOR EVALUATING MULTISTAGE NATURAL RESOURCE INVESTMENT.
G CORTAZAR-SANZ, J CASASSUS
2016
-Short-Horizon Return Predictability and Oil Prices
J Casassus, F Higuera
Commodities, 336-371, 2015
2015
Product Differentiation and Option Games: Closing the Gap
CG Deck
PQDT-Global, 2011
2011
A Compound Option Model for Evaluating Multistage
J CASASSUS
Project Flexibility, Agency, and Competition: New Developments in the Theory …, 1999
1999
The system can't perform the operation now. Try again later.
Articles 1–20