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A real options based model and its application to Chinas overseas oil investment decisions. (2010). Zhu, Lei ; Fan, Ying.
In: Energy Economics.
RePEc:eee:eneeco:v:32:y:2010:i:3:p:627-637.

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  26. Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets. (2008). Marena, Marina ; Fusai, Gianluca ; Roncoroni, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:10:p:2033-2045.

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  27. Risk and return in oilfield asset holdings. (2008). Reusch, Hans ; Kretzschmar, Gavin L. ; Kirchner, Axel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:6:p:3141-3155.

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  28. Real option valuation of free destination in long-term liquefied natural gas supplies. (2008). Rodrguez, Ramn Yepes.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:4:p:1909-1932.

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  29. Modelling dynamic storage function in commodity markets: Theory and evidence. (2008). Pieroni, Luca ; Ricciarelli, Matteo .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:5:p:1080-1092.

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  30. Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account. (2008). Arbatli, Elif.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-48.

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  31. On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis. (2008). Turvey, Calum ; Power, Gabriel.
    In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
    RePEc:ags:nccest:37608.

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  32. Equilibrium Exhaustible Resource Price Dynamics. (2006). Titman, Sheridan ; Khoker, Zeigham ; Carlson, Murray.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12000.

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  33. Forecasting short-run crude oil price using high- and low-inventory variables. (2006). Ye, Michael ; Zyren, John ; Shore, Joanne .
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:17:p:2736-2743.

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  34. Storability on Modeling Commodity Futures Prices. (2006). Roberts, Matthew C. ; Lin, Chuanyi.
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21484.

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  35. Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology. (2005). Routledge, Bryan ; Casassus, Jaime ; Collin-Dufresne, Pierre.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11864.

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  36. Speculative trading in mean reverting markets. (2005). Stefani, S. ; Falbo, P. ; Carcano, G..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:132-144.

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  37. Cointegration and detectable linear and nonlinear causality: analysis using the London Metal Exchange lead contract. (2004). Lin, James Wuh ; Chen, An-Sing.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:11:p:1157-1167.

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  38. Mean reversion of industry stock returns in the U.S., 1926-1998. (2004). Gropp, Jeffrey.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:4:p:537-551.

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  39. Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans. (2002). Richter, Martin ; Sorensen, Carsten.
    In: Working Papers.
    RePEc:hhs:cbsfin:2002_004.

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  40. Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract. (2002). Heaney, Richard.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:18:y:2002:i:1:p:45-65.

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  41. OPTION PRICING ON RENEWABLE COMMODITY MARKETS. (2002). Lence, Sergio ; Hayes, Dermot.
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
    RePEc:ags:ncrtwo:19053.

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  42. Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data. (2002). Koekebakker, Steen ; Lien, Gudbrand.
    In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
    RePEc:ags:eaae02:24874.

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  43. Basis variation and a common source of risk: evidence from UK futures markets. (2001). Patricia Fraser, Andrew J. McKaig, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:1:p:39-62.

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  44. Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments. (2001). Slade, Margaret.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:41:y:2001:i:2:p:193-233.

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  45. A new definition for time-dependent price mean reversion in commodity markets. (2001). Swanson, Norman ; Zeng, Tian ; Kocagil, Ahmet E..
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:1:p:9-16.

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  46. Risk Management in Agricultural Markets: A Survey. (2000). Peterson, Hikaru ; Tomek, William G..
    In: Staff Papers.
    RePEc:ags:cudasp:121140.

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  47. RISK MANAGEMENT IN AGRICULTURAL MARKETS: A SURVEY. (2000). Peterson, Hikaru ; Tomek, William G..
    In: 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL.
    RePEc:ags:aae08p:19580.

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  48. Thin trading and mispricing profit opportunities in the Canadian commodity futures. (1999). Professor, Visiting ; Elfakhani, Said ; Wionzek, Ritchie J. ; Chaudhury, Mohammed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:39:y:1999:i:1:p:37-58.

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  49. Optimal Timing of a Mine Expansion: Implementing a Real Options Model. (1998). Casassus, Jaime ; Cortazar, Gonzalo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:38:y:1998:i:3:p:755-769.

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  50. Valuing long-term commodity assets. (1998). Schwartz, Eduardo.
    In: Journal of Energy Finance & Development.
    RePEc:eee:jefdev:v:3:y:1998:i:2:p:85-99.

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