| Stochastic convenience yield implied from commodity futures and interest rates J Casassus, P Collin‐Dufresne The Journal of Finance 60 (5), 2283-2331, 2005 | 563 | 2005 |
| Optimal exploration investments under price and geological—technical uncertainty: a real options model G Cortazar, ES Schwartz, J Casassus Real R & D Options, 149-165, 2003 | 185 | 2003 |
| Economic linkages, relative scarcity, and commodity futures returns J Casassus, P Liu, K Tang The Review of Financial Studies 26 (5), 1324-1362, 2013 | 115* | 2013 |
| Optimal timing of a mine expansion: Implementing a real options model G Cortazar, J Casassus The Quarterly Review of Economics and Finance 38 (3), 755-769, 1998 | 113 | 1998 |
| Equilibrium commodity prices with irreversible investment and non-linear technology J Casassus, P Collin-Dufresne, BR Routledge National Bureau of Economic Research, 2005 | 111* | 2005 |
| Unspanned stochastic volatility and fixed income derivatives pricing J Casassus, P Collin-Dufresne, B Goldstein Journal of Banking & Finance 29 (11), 2723-2749, 2005 | 67 | 2005 |
| Short-horizon return predictability and oil prices J Casassus, F Higuera Commodities, 301-336, 2022 | 32* | 2022 |
| A compound option model for evaluating multistage natural resource investments G Cortazar, J Casassus Brennan and Trigeorgis (Eds.), 205-223, 2000 | 22 | 2000 |
| Correlation structure between inflation and oil futures returns: An equilibrium approach J Casassus, D Ceballos, F Higuera Resources Policy 35 (4), 301-310, 2010 | 13 | 2010 |
| Adjusted money's worth ratios in life annuities J Casassus, E Walker Instituto de Economia. Pontificia Universidad Católica de Chile. Documentos …, 2013 | 8 | 2013 |
| Optimal ipo timing in an exchange economy J Casassus, M Villalon Unpublished Working Paper, 2010 | 7 | 2010 |
| Consumption and hedging in oil importing developing countries F Aldunate, J Casassus Pontificia Universidad Católica de Chile, Instituto de Economía, Oficina de …, 2010 | 6 | 2010 |
| Stochastic behavior of spot and futures commodity prices: Theory and evidence J Casassus Carnegie Mellon University, 2004 | 4 | 2004 |
| The Economic Impact of Oil on Industry Portfolios J Casassus, F Higuera Oficina de Publ., 2013 | 2 | 2013 |
| Maximal Gaussian Affine Models for Multiple Commodities: A Note J Casassus, P Liu, K Tang Journal of Futures Markets 35 (1), 75-86, 2015 | 1* | 2015 |
| 301 Short-Horizon Return Predictability and Oil Prices J Casassus, F Higuera Commodities: Fundamental Theory of Futures, Forwards, and Derivatives …, 2023 | | 2023 |
| Essays on Knightian Uncertainty JAT Stefanoni PQDT-Global, 2019 | | 2019 |
| A COMPOUND OPTION MODEL FOR EVALUATING MULTISTAGE NATURAL RESOURCE INVESTMENTS G CORTAZAR-SANZ, J CASASSUS | | 2016 |
| Product Differentiation and Option Games: Closing the Gap CG Deck PQDT-Global, 2011 | | 2011 |
| DETERMINANTES DE LA INVERSIÓN EN CAPITAL HUMANO AVANZADO J Casassus PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE, 2010 | | 2010 |
Peng LiuCornell UniversityVerified email at CORNELL.EDU
