APA (7th ed.) Citation

Chen, J., Ewald, C., Ouyang, R., Westgaard, S., & Xiao, X. (2022). Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: The case of Brent crude oil. Annals of Operations Research, 313(1), 29. https://doi.org/10.1007/s10479-021-04198-7

Chicago Style (17th ed.) Citation

Chen, Jilong, Christian Ewald, Ruolan Ouyang, Sjur Westgaard, and Xiaoxia Xiao. "Pricing Commodity Futures and Determining Risk Premia in a Three Factor Model with Stochastic Volatility: The Case of Brent Crude Oil." Annals of Operations Research 313, no. 1 (2022): 29. https://doi.org/10.1007/s10479-021-04198-7.

MLA (9th ed.) Citation

Chen, Jilong, et al. "Pricing Commodity Futures and Determining Risk Premia in a Three Factor Model with Stochastic Volatility: The Case of Brent Crude Oil." Annals of Operations Research, vol. 313, no. 1, 2022, p. 29, https://doi.org/10.1007/s10479-021-04198-7.