Pricing dynamics of oil futures with tail risk
Year of publication: |
2022
|
---|---|
Authors: | Yang, Xinglin ; Chen, Ji ; Xu, Yiming |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 29.2022, 3, p. 85-105
|
Subject: | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum |
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