Access Statistics for Jaime Casassus

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adjusted Money's Worth Ratios in Life Annuities 0 0 6 213 1 8 35 986
Consumption and Hedging in Oil Importing Developing Countries 0 0 0 123 0 2 3 749
Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach 0 0 0 82 0 1 1 239
Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies 0 0 0 74 0 0 0 359
Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology 0 0 0 183 0 1 5 747
Maximal Gaussian Affine Models for Multiple Commodities: A Note 0 0 0 10 0 0 1 43
Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns 0 0 0 62 0 0 3 410
Stock Return Predictability and Oil Prices 0 0 1 260 1 2 5 670
The Economic Impact of Oil on Industry Portfolios 0 0 0 82 1 2 4 226
Total Working Papers 0 0 7 1,089 3 16 57 4,429


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Consumption and Hedging in Oil†Importing Developing Countries 0 0 0 0 0 1 2 15
Correlation structure between inflation and oil futures returns: An equilibrium approach 0 0 0 21 0 0 1 103
Economic Linkages, Relative Scarcity, and Commodity Futures Returns 0 0 0 56 2 2 4 241
Equilibrium commodity prices with irreversible investment and non-linear technologies 0 1 2 11 1 2 3 85
Maximal Gaussian Affine Models for Multiple Commodities: A Note 0 0 1 11 0 0 2 47
Optimal Timing of a Mine Expansion: Implementing a Real Options Model 0 0 2 107 0 0 2 208
Short-horizon return predictability and oil prices 0 0 0 23 0 0 1 82
Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates 1 1 10 293 2 4 18 830
Unspanned stochastic volatility and fixed income derivatives pricing 0 1 2 96 1 2 4 270
Total Journal Articles 1 3 17 618 6 11 37 1,881


Statistics updated 2025-04-04