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The Pricing of Commodity-Linked Bonds

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  • Schwartz, Eduardo S

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  • Schwartz, Eduardo S, 1982. " The Pricing of Commodity-Linked Bonds," Journal of Finance, American Finance Association, vol. 37(2), pages 525-539, May.
  • Handle: RePEc:bla:jfinan:v:37:y:1982:i:2:p:525-39
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    Citations

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    Cited by:

    1. Kletzer, Kenneth M. & Newbery, David M. & Wright, Brian D., 1990. "Alternative instruments for smoothing the consumption of primary commodity exporters," Policy Research Working Paper Series 558, The World Bank.
    2. Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.
    3. Kulatilaka, Nalin & Santiago, Leonardo & Vakili, Pirooz, 2014. "Reallocating risks and returns to scale up adoption of distributed electricity resources," Energy Policy, Elsevier, vol. 69(C), pages 566-574.
    4. Boyle, Phelim P. & Lin, X. Sheldon, 1997. "Bounds on contingent claims based on several assets," Journal of Financial Economics, Elsevier, vol. 46(3), pages 383-400, December.
    5. Boomsma, Trine Krogh & Meade, Nigel & Fleten, Stein-Erik, 2012. "Renewable energy investments under different support schemes: A real options approach," European Journal of Operational Research, Elsevier, vol. 220(1), pages 225-237.
    6. Eduardo Schwartz, 2013. "The Real Options Approach to Valuation: Challenges and Opportunities," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(2), pages 163-177, November.
    7. repec:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y is not listed on IDEAS
    8. K. F. Pilz & E. Schlögl, 2013. "A hybrid commodity and interest rate market model," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 543-560, March.

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