Gonzalo Cortázar
email gcortaza@uc.cl
| Title | Year | Doi |
|---|---|---|
| How Valuable Is Market-and Firm-Specific Information for Calculating Bond Spreads in an Emerging Market? | 2022 | https://doi.org/10.1080/1540496X.2019.1650347 |
| Optimal decision policy for real options under general Markovian dynamics | 2021 | https://doi.org/10.1016/j.ejor.2020.06.010 |
| Learning and Index Option Returns | 2020 | https://doi.org/10.1080/07350015.2018.1505629 |
| Expected prices, futures prices and time-varying risk premiums: The case of copper | 2020 | https://doi.org/10.1016/j.resourpol.2020.101825 |
| Commodity Price Forecasts, Futures Prices, and Pricing Models | 2019 | https://doi.org/10.1287/mnsc.2018.3035 |
| A multifactor stochastic volatility model of commodity prices | 2017 | https://doi.org/10.1016/j.eneco.2017.08.007 |
| Modeling and predicting oil VIX: Internet search volume versus traditional mariables | 2017 | https://doi.org/10.1016/j.eneco.2017.06.009 |
| Time-Varying Term Structure of Oil Risk Premia | 2022 | https://doi.org/10.5547/01956574.43.5.gcor |
| How good are analyst forecasts of oil prices? | 2021 | https://doi.org/10.1016/j.eneco.2021.105500 |
| Commodity index risk premium | 2021 | https://doi.org/10.1016/j.jcomm.2020.100156 |
| Expected returns on commodity ETFs and their underlying assets | 2024 | https://doi.org/10.1016/j.jcomm.2024.100439 |
School Co-Authors
No records found
* Authors who are no longer vigent are not clickable.
External Co-Authors
-
Hector Ortega1 publication
-
Joaquin Santa Maria1 publication
-
Eduardo S. Schwartz1 publication