Explaining intraday crude oil returns with higher order risk-neutral moments
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?;Commodities;2024-05-28
2. Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks;Energy Economics;2023-11
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