An examination of the flow characteristics of crude oil : evidence from risk-neutral moments
Arjun Chatrath, Hong Miao, Sanjay Ramchander, Tianyang Wang
| Year of publication: |
February 2016
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|---|---|
| Authors: | Chatrath, Arjun ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 213-223
|
| Subject: | Risk-neutral moments | Crude oil futures | Returns | Volatility | Volatilität | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662818