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OpenAlex concept - C61797465
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OpenAlex
C61797465
Smeal faculty
Anh Le
- score 4.0
Keith J. Crocker
- score 2.4
Charles Whiteman
- score 1.5
Patrick Higgins
- score 1.1
Charles Cao
- score 0.8
Eric P. Smith
- score 0.7
David Lenze
- score 0.6
Evelyn A. Thomchick
- score 0.6
Carolyn T. Dang
- score 0.6
Timothy T. Simin
- score 0.6
Arnold F. Shapiro
- score 0.5
Papers
Mitigating Contractual Hazards: Unilateral Options and Contract Length
(1988)
- cites 329
Pretia ex Machina? Prices and Process in Long-Term Contracts
(1991)
- cites 322
Efficient Adaptation in Long-term Contracts: Take-or-Pay Provisions for Natural Gas.
(0)
- cites 314
Pricing and hedging long-term options
(2000)
- cites 243
Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk
(2010)
- cites 145
Why do term structures in different currencies co-move?
(2014)
- cites 127
A Daily View of Yield Spreads and Short-Term Interest Rate Movements
(1996)
- cites 67
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
(1999)
- cites 65
Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk
(2006)
- cites 55
What Do "Facilitating Practices" Facilitate? An Empirical Investigation of Most-Favored-Nation Clauses in Natural Gas Contracts
(1994)
- cites 51
The market reaction to federal reserve policy action from 1989 to 1992
(1997)
- cites 51
FOMC Communications and the Predictability of Near-Term Policy Decisions
(2006)
- cites 33
Asset accumulation and short-term employment
(2007)
- cites 31
Forecast Accuracy and Efficiency: An Evaluation of Ex Ante Substate Long-Term Forecasts
(2000)
- cites 11
A Robust Analysis of the Risk-Structure of Equilibrium Term Structures of Bond Yields
(2012)
- cites 8
Broadening the Motivation to Cooperate
(2014)
- cites 6
Fuzzy Regression and the Term Structure of Interest Rates -- A Least Squares Approach
(2008)
- cites 6
THE 1991 PERSIAN GULF WAR: SHORT-TERM IMPACTS ON OCEAN AND AIR TRANSPORTATION.
(1993)
- cites 4
Evolution of Behavior, Uncertainty, and the Difficulty of Predicting Labor Force Participation
(2019)
- cites 4
Tractable Term-Structure Models
(2015)
- cites 3
Interest Rate Volatility and No-Arbitrage Term Structure Models
(2012)
- cites 2