List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield Annals of Finance | 2023-04-27 | Paper |
| Commodity spot and futures prices under supply, demand, and financial trading: single input-output model Asia-Pacific Financial Markets | 2020-05-13 | Paper |
| Commodity spread option with cointegration Asia-Pacific Financial Markets | 2018-12-03 | Paper |
| Emission allowance as a derivative on commodity-spread Asia-Pacific Financial Markets | 2013-07-26 | Paper |
| Pricing commodity spread options with stochastic term structure of convenience yields and interest rates Asia-Pacific Financial Markets | 2008-02-18 | Paper |
Research outcomes over time
This page was built for person: Katsushi Nakajima
