Quantitative Finance 2012 | Short-Horizon Return Predictability and Oil Prices person Casassus, J., Higuera, F.
Review of Financial Studies 2012 | Economic Linkages, Relative Scarcity, and Commodity Futures Returns person Casassus, J., Liu, P., Tang, K.
Journal of Future Markets 2016 | Maximal Gaussian Affine Models for Multiple Commodities: A Note person Casassus, J., Liu, P., Tang, K.
Journal of Banking and Finance 2018 | Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies person Casassus, J. , Collin-Dufresne, P., Routledge, B.
