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Jaime Casassus

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This is information that was supplied by Jaime Casassus in registering through RePEc. If you are Jaime Casassus , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jaime
Middle Name:
Last Name: Casassus
Suffix:

RePEc Short-ID: pca681

Email:
Homepage: http://www.economia.puc.cl/jcasassus
Postal Address: Instituto de Economia UC, Av. Vicuna Mackenna 4860, Santiago, CHILE
Phone: +56 (2) 2354-4319

Affiliation

Instituto de Economía
Facultad de Ciencia Económicas y Administrativas
Pontificia Universidad Católica de Chile
Location: Santiago, Chile
Homepage: http://www.economia.puc.cl/
Email:
Phone: (562) 354-4303
Fax: (562) 553-1664
Postal: Avda. Vicuña Mackenna 4860, Macul, Santiago
Handle: RePEc:edi:iepuccl (more details at EDIRC)

Works

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Working papers

  1. Jaime Casassus & Eduardo Walker, 2013. "Adjusted Money's Worth Ratios in Life Annuities," Documentos de Trabajo 434, Instituto de Economia. Pontificia Universidad Católica de Chile..
  2. Jaime Casassus & Freddy Higuera, 2013. "The Economic Impact of Oil on Industry Portfolios," Documentos de Trabajo 433, Instituto de Economia. Pontificia Universidad Católica de Chile..
  3. Jaime Casassus & Peng Liu & Ke Tang, 2011. "Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns," Documentos de Trabajo 404, Instituto de Economia. Pontificia Universidad Católica de Chile..
  4. Jaime Casassus & Freddy Higuera, 2011. "Stock Return Predictability and Oil Prices," Documentos de Trabajo 406, Instituto de Economia. Pontificia Universidad Católica de Chile..
  5. Felipe Aldunate & Jaime Casassus, 2010. "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo 376, Instituto de Economia. Pontificia Universidad Católica de Chile..
  6. Jaime Casassus & Diego Ceballos, 2010. "Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach," Documentos de Trabajo 373, Instituto de Economia. Pontificia Universidad Católica de Chile..
  7. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
  8. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, . "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies," GSIA Working Papers 2004-E54, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Jaime Casassus & Peng Liu & Ke Tang, 2013. "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1324-1362.
  2. Jaime Casassus & Freddy Higuera, 2012. "Short-horizon return predictability and oil prices," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1909-1934, December.
  3. Casassus, Jaime & Ceballos, Diego & Higuera, Freddy, 2010. "Correlation structure between inflation and oil futures returns: An equilibrium approach," Resources Policy, Elsevier, vol. 35(4), pages 301-310, December.
  4. Casassus, Jaime & Collin-Dufresne, Pierre & Goldstein, Bob, 2005. "Unspanned stochastic volatility and fixed income derivatives pricing," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2723-2749, November.
  5. Jaime Casassus & Pierre Collin-Dufresne, 2005. "Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates," Journal of Finance, American Finance Association, vol. 60(5), pages 2283-2331, October.
  6. Cortazar, Gonzalo & Casassus, Jaime, 1998. "Optimal Timing of a Mine Expansion: Implementing a Real Options Model," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 755-769.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2004-12-12
  2. NEP-CBA: Central Banking (1) 2010-09-25
  3. NEP-DGE: Dynamic General Equilibrium (1) 2010-09-25
  4. NEP-ENE: Energy Economics (7) 2004-12-12 2006-01-01 2010-09-25 2010-09-25 2011-12-13 2012-01-10 2013-06-09. Author is listed
  5. NEP-FIN: Finance (1) 2006-01-01
  6. NEP-FMK: Financial Markets (1) 2012-01-10
  7. NEP-FOR: Forecasting (1) 2012-01-10
  8. NEP-IAS: Insurance Economics (1) 2013-06-09
  9. NEP-MAC: Macroeconomics (1) 2010-09-25
  10. NEP-MON: Monetary Economics (1) 2010-09-25

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