Idiosyncratic volatility in commodity futures markets : measurement and puzzle

Liu Hong and Tianpeng Zhou

Year of publication:	2023
Authors:	Hong, Liu ; Zhou, Tianpeng
Subject:	Commodity futures \| Idiosyncratic volatility \| Long-term risk factors \| Short-term risk factors \| Volatilität \| Volatility \| Rohstoffderivat \| Commodity derivative \| Risiko \| Risk \| Risikoprämie \| Risk premium \| Portfolio-Management \| Portfolio selection \| Warenbörse \| Commodity exchange

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014428715

A service of the