Computing the market price of volatility risk in the energy commodity markets
Year of publication: |
2008
|
---|---|
Authors: | Doran, James S. ; Ronn, Ehud I. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2541-2552
|
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Optionsgeschäft | Option trading | Welt | World | 1995-2005 |
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