| Implementing a stochastic model for oil futures prices G Cortazar, ES Schwartz Energy Economics 25 (3), 215-238, 2003 | 295 | 2003 |
| The valuation of commodity contingent claims G Cortazar, ES Schwartz Journal of derivatives 1 (4), 27-39, 1994 | 294 | 1994 |
| Evaluating environmental investments: A real options approach G Cortazar, ES Schwartz, M Salinas Management Science 44 (8), 1059-1070, 1998 | 194 | 1998 |
| The valuation of multidimensional American real options using the LSM simulation method G Cortazar, M Gravet, J Urzua Computers & Operations Research 35 (1), 113-129, 2008 | 176 | 2008 |
| 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 | 173 | 2003 |
| An N‐factor Gaussian model of oil futures prices G Cortazar, L Naranjo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 164 | 2006 |
| A compound option model of production and intermediate inventories G Cortazar, ES Schwartz Journal of business, 517-540, 1993 | 126 | 1993 |
| 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 | 107 | 1998 |
| Monte Carlo evaluation model of an undeveloped oil field G Cortazar, ES Schwartz Journal of Energy Finance & Development 3 (1), 73-84, 1998 | 106 | 1998 |
| Monte Carlo evaluation model of an undeveloped oil field G Cortazar, ES Schwartz Journal of Energy Finance & Development 3 (1), 73-84, 1998 | 106 | 1998 |
| Implementing a real option model for valuing an undeveloped oil field G Cortazar, ES Schwartz International Transactions in Operational Research 4 (2), 125-137, 1997 | 106 | 1997 |
| A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another G Cortazar, C Milla, F Severino Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 75 | 2008 |
| Simulation and numerical methods in real options valuation G Cortazar Available at SSRN 251653, 2000 | 75 | 2000 |
| Term‐structure estimation in markets with infrequent trading G Cortázar, ES Schwartz, LF Naranjo International Journal of Finance & Economics 12 (4), 353-369, 2007 | 47 | 2007 |
| Modeling and predicting oil VIX: Internet search volume versus traditional mariables I Campos, G Cortazar, T Reyes Energy Economics 66, 194-204, 2017 | 44 | 2017 |
| Commodity price forecasts, futures prices, and pricing models G Cortazar, C Millard, H Ortega, ES Schwartz Management science 65 (9), 4141-4155, 2019 | 39 | 2019 |
| Can oil prices help estimate commodity futures prices? The cases of copper and silver G Cortazar, F Eterovic Resources Policy 35 (4), 283-291, 2010 | 38 | 2010 |
| Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data G Cortazar, ES Schwartz, L Naranjo Available at SSRN 567090, 2004 | 33 | 2004 |
| Expected commodity returns and pricing models G Cortazar, I Kovacevic, ES Schwartz Energy Economics 49, 60-71, 2015 | 31 | 2015 |
| A compound option model for evaluating multistage natural resource investments JE Casassus Vargas, G Cortazar Sanz Oxford University Press, 2000 | 21 | 2000 |
