This paper examines the ability of the oil market variance risk premium (VRP) to predict both financial and key macroeconomic series. Interest in understanding the movement of such variables increasingly involves considers measures of investor risk, for which the VRP that incorporates both...

This paper examines the ability of the oil market variance risk premium (VRP) to predict both financial and key macroeconomic series. Interest in understanding movement in such variables increasingly considers measures of investor risk and the variance risk premium, which incorporates both...

This paper examines the ability of the oil market variance risk premium (VRP) to predict both financial and key macroeconomic series. Interest in understanding the movement of such variables increasingly involves considers measures of investor risk, for which the VRP that incorporates both...