@inbook{publication-14481, address={Cham}, author={Farkas, Walter and Gourier, Elise and Huitema, Robert and Necula, Ciprian}, booktitle={Innovations in Derivatives Markets}, doi={10.1007/978-3-319-33446-2_20}, editor={Glau, Kathrin and Grbac, Zorana and Scherer, Matthias and Zagst, Rudi}, isbn={978-3-319-33445-5}, issn={2194-1009}, number=165, pages={421-435}, publisher={Springer}, title={The Impact of Cointegration on Commodity Spread Options}, year=2016, }