Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Year of publication: |
2022
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Authors: | Finta, Marinela Adriana ; Ornelas, José Renato Haas |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-21
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Subject: | Commodity Forecast | Implied Skewness | Implied Volatility | Risk Premium | Risikoprämie | Risk premium | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Optionsgeschäft | Option trading |
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