Variance risk premia in energy commodities
Year of publication: |
2010
|
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Authors: | Trolle, Anders B. ; Schwartz, Eduardo S. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 3, p. 15-32
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Subject: | Kapitalanlage | Financial investment | Warenbörse | Commodity exchange | Fossile Energie | Fossil fuel | Risikoprämie | Risk premium | Aktienindex | Stock index | Varianzanalyse | Analysis of variance | USA | United States | 1996-2006 |
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