"​Hedging and Liquidity."

Mello, Antonio S. and John Parsons. Review of Financial Studies Vol. 13, No. 1 (2000): 127-153.

"Strategic Hedging."

Mello, Antonio S. and John Parsons. Journal of Applied Corporate Finance Vol. 12, No. 3 (1999): 43-54.

"The Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle."

Mello, Antonio S. and John Parsons. In Corporate Hedging in Theory and Practice, London, UK: RISK Books, 1999.

"Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods."

Baker, Malcolm P., E. Scott Mayfield and John E. Parsons. The Energy Journal Vol. 19, No. 1 (1998): 115-148.

"An Integrated Model of Multinational Flexibility and Financial Hedging."

Mello, Antonio S., John Parsons and Alexander J. Triantis. Journal of International Economics Vol. 39, No. 1-2 (1995): 27-51.

"Hedging a Flow of Commodity Deliveries with Futures: Problems with a Rolling Stack."

Mello, Antonio S. and John Parsons. Derivatives Quarterly Vol. 1, No. 4 (1995): 1-2.