Gonzalo Cortázar - Publications, H-index & Citations

Gonzalo Cortázar

Pontificia Universidad Catolica de Chile

19H指数

75论文数

1.7K被引数

收录论文 10

发表时间

Forecasting Commodity Prices Using Futures: The Case of Copper 利用期货预测商品价格：以铜为例

Risks

IF1.5

2025-12-24

OAAI

Cortazar, Gonzalo; Enberg, Mariavictoria; Ortega, Hector

Expected returns on commodity ETFs and their underlying assets

JOURNAL OF COMMODITY MARKETS

IF4.5

2024-12-01

PREAI

Cortazar, Gonzalo; Ortega, Hector; Maria, Joaquin Santa; Schwartz, Eduardo S.

How good are analyst forecasts of oil prices?

ENERGY ECONOMICS

IF14.2

2021-10-01

PREAI

Cortazar, Gonzalo; Ortega, Hector; Valencia, Consuelo

Commodity index risk premium

JOURNAL OF COMMODITY MARKETS

IF4.5

2021-06-01

PREAI

Cortazar, Gonzalo; Ortega, Hector; Rojas, Maximiliano; Schwartz, Eduardo S.

Optimal decision policy for real options under general Markovian dynamics

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2021-01-01

PREAI

Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe

A multifactor stochastic volatility model of commodity prices

ENERGY ECONOMICS

IF14.2

2017-09-01

PREAI

Cortazar, Gonzalo; Lopez, Matias; Naranjo, Lorenzo

Modeling and predicting oil VIX: Internet search volume versus traditional mariables

ENERGY ECONOMICS

IF14.2

2017-08-01

PREAI

Campos, I.; Cortazar, G.; Reyes, T.

Expected commodity returns and pricing models

ENERGY ECONOMICS

IF14.2

2015-05-01

PREAI

Cortazar, Gonzalo; Kovacevic, Ivo; Schwartz, Eduardo S.

Optimal exploration investments under price and geological-technical uncertainty: a real options model

management

IF5.7

2008-06-28

PREAI

Cortazar, G; Schwartz, ES; Casassus, J

Implementing a stochastic model for oil futures prices

ENERGY ECONOMICS

IF14.2

2003-05-01

142

PREAI

Cortazar, G; Schwartz, ES

研究方向