Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

Agriculture, Economics, Finance +17

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations

Business, Business Economics, Economics +17

Speculation and Economic Stability

Nicholas Kaldor · The Review of Economic Studies · 1939 · 899 citations

Social Sciences, Economics, Financial Economics +14

The Estimation Method of Inference Functions for Margins for Multivariate Models

Harry Joe, James Xu · cIRcle (University of British Columbia) · 2017 · 661 citations · Full text

Natural Sciences, Mathematics, Statistical Modeling +11

Weather Forecasting for Weather Derivatives

Sean D. Campbell, Francis X. Diebold · Journal of the American Statistical Association · 2005 · 420 citations

Natural Sciences, Insurance, Atmospheric Science +10