The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Xinxin Zhang, Elie Bouri, Yahua Xu, Gongqiu Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Xinxin ; Bouri, Elie ; Xu, Yahua ; Zhang, Gongqiu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-15
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| Subject: | Quantile regression | Return-kurtosis relation | Return-skewness relation | Return-volatility relation | USO ETF options | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Indexderivat | Index derivative | Regressionsanalyse | Regression analysis | Ölmarkt | Oil market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105950 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013283886