Jaime Casassus

Microeconomic Theory; Teoría Microeconómica

Associate Professor; Profesor Docente Asociado

Ph.D., Carnegie Mellon University

email jcasassus@uc.cl

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Financial Economics

Mathematical Economics

Quantitative Finance

2012 | Short-Horizon Return Predictability and Oil Prices

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Casassus, J., Higuera, F.

Review of Financial Studies

2012 | Economic Linkages, Relative Scarcity, and Commodity Futures Returns

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Casassus, J., Liu, P., Tang, K.

Journal of Future Markets

2016 | Maximal Gaussian Affine Models for Multiple Commodities: A Note

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Casassus, J., Liu, P., Tang, K.

Journal of Banking and Finance

2018 | Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies

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Casassus, J. , Collin-Dufresne, P., Routledge, B.

Instituto de Economía - Institute of Economics