Economic Linkages, Relative Scarcity, and Commodity Futures ReturnsJaime Casassus, Ke Tang, Peng Liu|Review of Financial Studies|2012Cited by 81
The Stochastic Behavior of Commodity Prices with Heteroscedasticity in the Convenience YieldPeng Liu, Ke Tang|Cornell Peter and Stephanie Nolan School of Hotel Administration (Cornell University)|2010Cited by 73
Maximal Affine Models for Multiple Commodities: A NoteJaime Casassus, Ke Tang, Peng Liu|SSRN Electronic Journal|2012Cited by 1
Maximal Gaussian Affine Models for Multiple Commodities: A NoteJaime Casassus, Ke Tang, Peng Liu|Journal of Futures Markets|2014Cited by 0