Open AccessCommodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia
Author(s) -
Marinela Adriana Finta,
José Renato Haas Ornelas
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3134310
Subject(s) - predictability , skewness , variance risk premium , risk premium , economics , variance (accounting) , econometrics , commodity , financial economics , volatility risk premium , statistics , mathematics , volatility (finance) , implied volatility , finance , accounting
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