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Time-varying risk premiums in petroleum futures prices

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  • Sadorsky, Perry

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  • Sadorsky, Perry, 2002. "Time-varying risk premiums in petroleum futures prices," Energy Economics, Elsevier, vol. 24(6), pages 539-556, November.
  • Handle: RePEc:eee:eneeco:v:24:y:2002:i:6:p:539-556
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    5. Apostolos Serletis, 2007. "Rational Expectations, Risk, and Efficiency in Energy Futures Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 2, pages 15-22, World Scientific Publishing Co. Pte. Ltd..
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    24. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
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