Time-varying market price of risk in the crude oil futures market
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.20493/fullpdf
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4. Time-varying risk premia and forecastable returns in futures markets;Bessembinder;Journal of Financial Economics,1992
5. The supply of storage;Brennan;American Economic Review,1958
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