Volatility Risk Premia and Future Commodities Returns
Year of publication: |
2017
|
---|---|
Authors: | Ornelas, Jose Renato Haas |
Other Persons: | Mauad, Roberto (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Theorie | Theory | Welt | World |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Series: | BIS Working Paper ; No. 619 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2017 erstellt |
Classification: | q02 ; G15 - International Financial Markets ; G17 - Financial Forecasting ; F37 - International Finance Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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