Estimating the commodity market price of risk for energy prices

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

Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage

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Agriculture, Business Economics, Economics +17

Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

Hendrik Bessembinder, Michael L. Lemmon · The Journal of Finance · 2002 · 712 citations

Natural Resources, Business Economics, Economics +15

Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

Hendrik Bessembinder · Review of Financial Studies · 1992 · 570 citations

Business, Economics, Finance +17