Open AccessTime-Varying Term Structure of Oil Risk Premia
Author(s) -
Gonzalo Cortázar,
Philip Liedtke,
Hector Ortega,
Eduardo S. Schwartz
Publication year - 2022
Publication title -
the energy journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.244
H-Index - 77
eISSN - 1944-9089
pISSN - 0195-6574
DOI - 10.5547/01956574.43.5.gcor
Subject(s) - risk premium , futures contract , economics , volatility (finance) , econometrics , affine term structure model , financial economics , term (time) , west texas intermediate , commodity , yield curve , monetary economics , interest rate , finance , physics , quantum mechanics