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Gonzalo Cortazar
Gonzalo Cortazar
Verified email at ing.puc.cl
Title
Cited by
Cited by
Year
Implementing a stochastic model for oil futures prices
G Cortazar, ES Schwartz
Energy Economics 25 (3), 215-238, 2003
2952003
The valuation of commodity contingent claims
G Cortazar, ES Schwartz
Journal of derivatives 1 (4), 27-39, 1994
2941994
Evaluating environmental investments: A real options approach
G Cortazar, ES Schwartz, M Salinas
Management Science 44 (8), 1059-1070, 1998
1941998
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
1762008
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
1732003
An N‐factor Gaussian model of oil futures prices
G Cortazar, L Naranjo
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
1642006
A compound option model of production and intermediate inventories
G Cortazar, ES Schwartz
Journal of business, 517-540, 1993
1261993
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
1071998
Monte Carlo evaluation model of an undeveloped oil field
G Cortazar, ES Schwartz
Journal of Energy Finance & Development 3 (1), 73-84, 1998
1061998
Monte Carlo evaluation model of an undeveloped oil field
G Cortazar, ES Schwartz
Journal of Energy Finance & Development 3 (1), 73-84, 1998
1061998
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
1061997
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
752008
Simulation and numerical methods in real options valuation
G Cortazar
Available at SSRN 251653, 2000
752000
Term‐structure estimation in markets with infrequent trading
G Cortázar, ES Schwartz, LF Naranjo
International Journal of Finance & Economics 12 (4), 353-369, 2007
472007
Modeling and predicting oil VIX: Internet search volume versus traditional mariables
I Campos, G Cortazar, T Reyes
Energy Economics 66, 194-204, 2017
442017
Commodity price forecasts, futures prices, and pricing models
G Cortazar, C Millard, H Ortega, ES Schwartz
Management science 65 (9), 4141-4155, 2019
392019
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
382010
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
332004
Expected commodity returns and pricing models
G Cortazar, I Kovacevic, ES Schwartz
Energy Economics 49, 60-71, 2015
312015
A compound option model for evaluating multistage natural resource investments
JE Casassus Vargas, G Cortazar Sanz
Oxford University Press, 2000
212000
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