Concepedia

Jaime Casassus

JC

11

Publications

957

Citations

11

H-Index

1998

Active since

Affiliations

Pontificia Universidad Católica de Chile(Current)

Carnegie Mellon University

National Bureau of Economic Research

University of California, Berkeley

University of California, Los Angeles

Jaime Casassus is an author at Pontificia Universidad Católica de Chile specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEconomic AnalysisAsset PricingTradeEngineeringFinancial EconomicsMacroeconomicsOption Pricing

Publications per year

1998–2018

11

Publications

11

Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

Jaime Casassus, Pierre Collin‐Dufresne · The Journal of Finance · 2005 · 461 citations · Full text

Option Pricing, Economics, Financial Economics +15

Optimal exploration investments under price and geological‐technical uncertainty: a real options model

Gonzalo Cortázar, Eduardo S. Schwartz, Jaime Casassus · R and D Management · 2001 · 107 citations · Full text

Optimal Exploration Investments, Engineering, Natural Resource Valuation +19

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Jaime Casassus, Peng Liu, Ke Tang · Review of Financial Studies · 2012 · 81 citations

Economics, Financial Economics, Asset Pricing +11

Optimal timing of a mine expansion: Implementing a real options model

Gonzalo Cortázar, Jaime Casassus · The Quarterly Review of Economics and Finance · 1998 · 70 citations

Mathematical Programming, Optimal Timing, Engineering +10

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology

Jaime Casassus, Pierre Collin‐Dufresne, Bryan Routledge · 2005 · 58 citations · Full text

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