On the Tail Risk Premium in the Oil Market
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More about this item
KeywordsAsset Pricing; Econometric and statistical methods; Financial markets;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-12-11 (All new papers)
- NEP-ENE-2017-12-11 (Energy Economics)
- NEP-FOR-2017-12-11 (Forecasting)
- NEP-RMG-2017-12-11 (Risk Management)
- NEP-UPT-2017-12-11 (Utility Models & Prospect Theory)
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