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Publications by Steven D. Hanson

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics

Biological Sciences

English

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Futures Trading Activity and Commodity Cash Price Volatility

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Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis

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Time-Varying Spot and Futures Oil Price Dynamics

SSRN Electronic Journal

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Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

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Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

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Time-Varying Oil Price Volatility and Macroeconomic Aggregates

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Volatility and Commodity Price Dynamics

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Factor Structure in Commodity Futures Return and Volatility

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Do Commodity Investors Herd? Evidence From a Time-Varying Stochastic Volatility Model

Resources Policy

Political Science

English