A new pricing measure in the Barndorff-Nielsen?Shephard model for commodity markets

For a commodity spot price dynamics given by an Ornstein–Uhlenbeck process with Barndorff-Nielsen–Shephard stochastic volatility, we price forward contracts using a new class of pricing measures, extending the classical Esscher transform, that simultaneously allow for change of level and speed in the mean reversion of both the price and the volatility