Risk-neutral moments in the crude oil market
Year of publication: |
May 2018
|
---|---|
Authors: | Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 583-600
|
Subject: | Risk-neutral moments | Crude oil | Option returns | Stock returns | Predictability | Kapitaleinkommen | Capital income | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitalmarktrendite | Capital market returns |
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