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Risk-neutral moments in the crude oil market · Study

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ArticleRisk-neutral moments in the crude oil market

Xinfeng Ruan2018

OA

Articlegreen2018

Risk-neutral moments in the crude oil market

Xinfeng Ruan · Jin E. Zhang

28 citations·0/0 files stored·Energy Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Market Dynamics and Volatility

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References

1973The Pricing of Options and Corporate Liabilities 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 2006The Cross‐Section of Volatility and Expected Returns 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2000Forecasting Economic Time Series 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

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Year2018

Typearticle

Published2018-04-19

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.eneco.2018.04.026

openalex_workW2800611175

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