Valenti, Daniele; Manera, Matteo; Sbuelz, Alessandro - 2018
type of the structural shock of interest. Understanding the response of the risk premium to unexpected changes in the price … premium and unexpected rise in the price of oil? On average, what should speculators expect to receive as a compensation for … risk premium and the changes in the price of oil triggered by shocks to economic fundamentals. Second, this analysis shows …