Estimating oil risk factors using information from equity and derivatives markets
Year of publication: |
2015
|
---|---|
Authors: | Chiang, I-Hsuan Ethan ; Hughen, W. Keener ; Sagi, Jacob Shimon |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 70.2015, 2, p. 769-804
|
Subject: | Ölpreis | Oil price | Volatilität | Volatility | Spekulation | Speculation | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Welt | World | 1983-2012 |
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