Clelow, L & Strickland, C (2000). Energy derivatives. Pricing and risk Management. Lacima Publications. Asimismo recomendamos el estudio de los siguientes libros o documentos.

Pilipovic, D (1998). Energy Risk. Valuing and Managing Energy Derivatives. Mac Graw Hill.

Ball, C. & Touros, W. (1983). A simplified jump process for common stock returns. Journal of financial and Quantitative Analysis.18 (1) ,53-65.