The state price density implied by crude oil futures and option prices
Year of publication: |
2022
|
---|---|
Authors: | Christoffersen, Peter F. ; Jacobs, Kris ; Pan, Xuhui |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 2, p. 1064-1103
|
Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns | Statistische Verteilung | Statistical distribution | Wirtschaftslage | Macroeconomic performance | Ölpreis | Oil price | USA | United States | 1958-2019 |
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