International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Marie-Hélène Gagnon and Gabriel J. Power
| Year of publication: |
2020
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|---|---|
| Authors: | Gagnon, Marie-Hélène ; Power, Gabriel J. |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 41.2020, 6, p. 255-280
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| Subject: | Crude oil | Brent | WTI | Spread | Bottleneck | Cushing | Risk | Anticipations | Option-implied | Risk-neutral distribution | Fractional cointegration | Options | Ölmarkt | Oil market | Optionsgeschäft | Option trading | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Kointegration | Cointegration | Risiko | Engpass | Erdöl | Petroleum | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.41.6.mgag [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012547136