Option returns, risk premiums, and demand pressure in energy markets
Year of publication: |
2023
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Authors: | Jacobs, Kris ; Li, Bingxin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 146.2023, p. 1-26
|
Subject: | Commodities | Demand Pressure | Energy | Futures Option Returns | Variance Risk Premiums | Risikoprämie | Risk premium | Energiemarkt | Energy market | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative |
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