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~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of international money and finance"
~subject:"Risikoprämie"
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Risikoprämie
Commodity derivative
24
Rohstoffderivat
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Oil price
8
Volatility
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Economia aplicada : EA
Journal of international money and finance
Energy economics
19
Journal of banking & finance
11
The journal of futures markets
8
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5
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
2
Diversification with volatility products
Alexander, Carol
;
Korovilas, Dimitris
;
Kapraun, Julia
- In:
Journal of international money and finance
65
(
2016
),
pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
Saved in:
3
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
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