Gonzalo Cortázar

Pontificia Universidad Católica de Chile — Chile

Economics, Econometrics and Finance · Social Sciences

19h-index1.7kcitations65works1.52yr avg
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Research Topics

Capital Investment and Risk Analysis(32), Market Dynamics and Volatility(31), Monetary Policy and Economic Impact(21), Stochastic processes and financial applications(17), Climate Change Policy and Economics(12)

Publications65 total

Forecasting Commodity Prices Using Futures: The Case of Copper
Risks·2025Open Access
Using Futures Prices and Analysts’ Forecasts to Estimate Agricultural Commodity Risk Premiums
Risks·2025· 2 citedOpen Access
Expected returns on commodity ETFs and their underlying assets
Journal of commodity markets·2024· 4 cited
Expected Returns on Commodity Etfs and Their Underlying Assets
SSRN Electronic Journal·2024Open Access
Measuring Risk Premiums in Corn, Soybeans, and Wheat Using Futures Prices and Forecasts
SSRN Electronic Journal·2023Open Access
Expected Returns on Oil Futures Etfs
SSRN Electronic Journal·2022Open Access
Time-Varying Term Structure of Oil Risk Premia
The Energy Journal·2021· 8 cited
How good are analyst forecasts of oil prices?
Energy Economics·2021· 12 cited
Forecasting Copper Prices When to Use Either Futures Prices, Analysts’ Expectations, or Both
SSRN Electronic Journal·2021· 1 citedOpen Access
Learning and Index Option Returns
Figshare·2021Open Access
Commodity index risk premium
Journal of commodity markets·2020· 7 cited
Expected prices, futures prices and time-varying risk premiums: The case of copper
Resources Policy·2020· 13 cited
Optimal decision policy for real options under general Markovian dynamics
European Journal of Operational Research·2020· 6 cited
How Valuable Is Market-and Firm-Specific Information for Calculating Bond Spreads in an Emerging Market?
Emerging Markets Finance and Trade·2019· 1 cited
Reinventar la banca o mejorar su gestión
Executive excellence: la revista de liderazgo, la gestión y la toma de decisiones·2019
Commodity Price Forecasts, Futures Prices, and Pricing Models
Management Science·2018· 45 cited
Learning and Index Option Returns
Journal of Business and Economic Statistics·2018· 5 citedOpen Access
Learning and Index Option Returns
SSRN Electronic Journal·2018Open Access
Diversificación y digitalización: claves para le nuevo modelo de banca
Executive excellence: la revista de liderazgo, la gestión y la toma de decisiones·2018
Learning and Index Option Returns
Figshare·2018Open Access
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Frequent Co-authors

Eduardo S. Schwartz(23), Hector Ortega(12), Lorenzo Naranjo(10), Jaime Casassus(5), Alejandro Bernales(5), Ivo Kovačević(3), Diether Beuermann(3), Cristobal Millard(2), Matias Lopez(2), Luka Salamunic(2), George Skiadopoulos(2), Marcelo Salinas(1), Miguel Gravet(1), Jorge Urzúa(1), Ismael Cañete(1), Tomás Reyes(1), Carlos Milla(1), Felipe Severino(1), E. S. Schwartz(1), Francisco Eterovic(1)