@article{publication-14476,
	author={Farkas, Walter and Gourier, Elise and Huitema, Robert and Necula, Ciprian},
	doi={10.1016/j.jbankfin.2017.01.007},
	issn={0378-4266},
	journal={Journal of Banking and Finance},
	pages={249-268},
	publisher={Elsevier},
	title={A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing},
	volume=77,
	year=2017,
}