References

• 2019American Economic Review10,902 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 2000Multivariate Data Analysis3,570 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1985Evaluating Natural Resource Investments2,379 cited
• 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 1990Options, Futures, and Other Derivative Securities.1,227 cited
• 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
• 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
• 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
• 1939Speculation and Economic Stability913 cited
• 1976Speculation and Economic Stability806 cited
• 1981The relation between forward prices and futures prices740 cited
• 1958