6
H index
6
i10 index
328
Citations
Pontificia Universidad Católica de Chile | 6 H index 6 i10 index 328 Citations RESEARCH PRODUCTION: 9 Articles 9 Papers EDITOR: Series edited RESEARCH ACTIVITY: 20 years (1998 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca681 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jaime Casassus. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile. | 7 |
Year | Title of citing document |
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2023 | The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882. Full description at Econpapers || Download paper |
2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper |
2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper |
2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper |
2023 | The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291. Full description at Econpapers || Download paper |
2023 | Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods. (2023). Assa, Hirbod ; Karimi, Nader ; Adibi, Hojatollah ; Salavati, Erfan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10304-z. Full description at Econpapers || Download paper |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
2023 | Inference in generalized exponential O–U processes. (2023). Nkurunziza, Severien ; Lyu, Yunhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09291-1. Full description at Econpapers || Download paper |
2023 | Oil prices in the real economy. (2023). Spencer, Peter ; Shu, Haicheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:878-897. Full description at Econpapers || Download paper |
2023 | A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614. Full description at Econpapers || Download paper |
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FinanceUC Working Paper Series |
Year | Title | Type | Cited |
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2012 | Consumption and Hedging in Oil†Importing Developing Countries In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2005 | Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates In: Journal of Finance. [Full Text][Citation analysis] | article | 200 |
0000 | Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies, In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 23 |
2018 | Equilibrium commodity prices with irreversible investment and non-linear technologies.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2005 | Unspanned stochastic volatility and fixed income derivatives pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2010 | Correlation structure between inflation and oil futures returns: An equilibrium approach In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2010 | Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach.(2010) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1998 | Optimal Timing of a Mine Expansion: Implementing a Real Options Model In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
2010 | Consumption and Hedging in Oil Importing Developing Countries In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2011 | Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2011 | Stock Return Predictability and Oil Prices In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 6 |
2013 | The Economic Impact of Oil on Industry Portfolios In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 2 |
2013 | Adjusted Moneys Worth Ratios in Life Annuities In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2014 | Maximal Gaussian Affine Models for Multiple Commodities: A Note In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2015 | Maximal Gaussian Affine Models for Multiple Commodities: A Note.(2015) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2005 | Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2013 | Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 33 |
2012 | Short-horizon return predictability and oil prices In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
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