1Kaldor N. A Note on the Theory of the Forward Market [J]. Review of Economic Studies, 1939 (8): 196-201.
2Brennan M. The Supply of Storage [J]. American Economic Review, 1958 (1): 50~72.
3Routledge B R, Seppi D J., Spatt C S. Equilibrium Forward Curves for Commodities [J]. Journal of Finance, 2000 (3) : 297-338.
4Williams J. The Economic Function of Futures Markets. [M]. Cambridge University Press, 1986:260.
5Weymar H. The Dynamics of the World Cocoa Market [ M]. MIT Press, 1968: 253.
6Schwartz E S. The Stochastic Behavior of Commodity Prices: Implication for Valuation and Hedging [J]. The Journal of Finance, 1997 (3): 923-973.
7Cortazar G, Schwartz E.S. Implementing a Stochastic Model for Oil Futures Prices [J]. Energy Economics, 2003 (3): 215-238.
8Heinkel R, Howe M, Hughes J S. Commodity Convenience Yields as An Option Profit [J]. The Journal of Futures Markets, 1990 (5): 519-533.
9Richard Heaney. Approximation for Convenience Yield in Commodity Futures Pricing [J]. The Journal of Futures Markets, 2002 (10): 1005 -1017.
10Ahmet E. Kocagil. Optionality and Daily Dynamics of Convenience Yield Behavior: An Empirical Analysis [J]. The Journal of Financial Research, 2004 (1): 143-158.
