Options On Commodities

Options On Commodities is a financial derivative contract that grants the holder the right, but not the obligation, to buy or sell a specified quantity of a physical commodity at a predetermined price within a defined time period.

Publications

3.9K

Citations

118

Authors

Institutions

Publications per year

2017–2026

Variants

Commodity Options

Parents

Commodity Markets

Children

Asian Options On CommoditiesBarrier Options On CommoditiesBlack ModelCommodity Convenience YieldCommodity Option Exercise BehaviorCommodity Option Volatility ForecastingExotic Commodity OptionsFutures Option PricingOption Market LiquidityOption Pricing Under Stochastic Interest Rates

Publications

Efficient Analytic Approximation of American Option Values

Giovanni Barone‐Adesi, Robert E. Whaley · The Journal of Finance · 1987 · 1.1K citations

Business, Finance, Commodity Markets +14

Efficient Analytic Approximation of American Option Values

Giovanni Barone‐Adesi, Robert E. Whaley · The Journal of Finance · 1987 · 381 citations

Business, Finance, Commodity Markets +14

Pricing and Hedging Spread Options

René Carmona, Valdo Durrleman · SIAM Review · 2003 · 359 citations

Business, Economics, Finance +17

Calibration of Option‐Based Probability Assessments in Agricultural Commodity Markets

Paul L. Fackler, Robert P. King · American Journal of Agricultural Economics · 1990 · 100 citations

Agriculture, Agricultural Economics, Commodity Markets +15

Development of a hybrid model for electrical power spot prices

Matt Davison, C. Lindsay Anderson, Bernd Marcus et al. · IEEE Transactions on Power Systems · 2002 · 97 citations

Natural Resources, Economics, Electrical Engineering +17

1–5 of 59

Authors

118

RE
Robert E. Whaley
Vanderbilt University, United States
2 publications · 1.5K citations
2
h-index
NS
Nicola Secomandi
Carnegie Mellon University, United States
2 publications · 111 citations
2
h-index
PC
Peter Carr
New York University, United States
2 publications · 68 citations
2
h-index
JC
John Crosby
University of Glasgow, United Kingdom
2 publications · 69 citations
2
h-index
GB
Giovanni Barone‐Adesi
Università della Svizzera italiana, Switzerland
2 publications · 1.5K citations
2
h-index

1–5 of 118

Institutions

1–8 of 82

Venues

Journal of Futures Markets
9 publications · 328 citations
9
h-index
American Journal of Agricultural Economics
3 publications · 164 citations
3
h-index
International Journal of Production Economics
3 publications · 133 citations
3
h-index
Journal of Economics & Management Strategy
JEMS · 2 publications · 78 citations
2
h-index
SSRN Electronic Journal
Repository · 2 publications · 21 citations
2
h-index

1–5