Variance risk premiums of commodity ETFs
Chyng Wen Tee and Christopher Ting
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Tee, Chyng Wen ; Ting, Christopher |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 5, p. 452-472
|
| Subject: | Indexderivat | Index derivative | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Volatilität | Volatility | USA | United States | 1996-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21802 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950709