Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market

2011 ◽  
Author(s):  
Xuhui (Nick) Pan ◽  
Sang Baum Kang
Keyword(s):  
Crude Oil ◽  
Risk Premia ◽  
Commodity Futures ◽  
Oil Market ◽  
Variance Risk

Contango in Cushing? - Evidence on Financial-Physical Interactions in the U.S. Crude Oil Market

2012 ◽  
Author(s):  
Louis H. Ederington ◽  
Chitru S. Fernando ◽  
Kateryna V. Holland ◽  
Thomas K. Lee
Keyword(s):  
Crude Oil ◽  
Oil Market ◽  
Physical Interactions ◽  
The U.S

Up- and Downside Variance Risk Premia in Global Equity Markets

2018 ◽  
Author(s):  
Matthias Held ◽  
Julia Kapraun ◽  
Marcel Omachel ◽  
Julian Thimme
Keyword(s):  
Equity Markets ◽  
Risk Premia ◽  
Global Equity Markets ◽  
Variance Risk
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