The volatility risk premium in the oil market
Year of publication: |
2022
|
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Authors: | Bouchouev, Ilia ; Johnson, Brett |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 8, p. 1561-1578
|
Subject: | Commodities | Derivatives | Oil | Options | Risk Premium | Systematic Trading | Volatility | Risikoprämie | Risk premium | Volatilität | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price | Optionsgeschäft | Option trading | Derivat | Derivative | Erdöl | Petroleum |
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