Jagannathan R. (1985). An Investigation of Commodity Futures Prices using the Consumption-Based Intertemporal Capital Asset Pricing Model. The Journal of Finance. Vol. XL. No. 1. 175-190.
Grauer F., Litzenberger R. (1979). The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty. Journal of Finance. Vol. 34. 69-83.
Young, S. (1991). Macroeconomic Forces and Risk Premiums on Commodity Futures. Advances in Futures and Options Research: A Research Annual. Fabozzi edition. pp. 241