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Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana, (2022)
Returns to Traders and Existences of a Risk Premium of a Risk Premium in Agricultural Futures Markets
Aulerich, Nicole, (2011)
Risk Premiums in the Cross-Section of Commodity Convenience Yields
Kind, Axel Herbert, (2010)
The relationship between risk-premium and convenience-yield models
Markert, Viola, (2007)
The Relationship between Risk-Premium and Convenience-Yield Models