No-arbitrage conditions for storable commodities and the modeling of futures term structuresPeng Liu, Ke Tang|Journal of Banking & Finance|2010Cited by 26
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yieldPeng Liu, Ke Tang|Journal of Empirical Finance|2010Cited by 12
Financial-Demand Based Commodity Pricing: A Theoretical Model for Financialization of CommoditiesPeng Liu, Ke Tang, Zhigang Qiu|SSRN Electronic Journal|2011Cited by 8