Risk premium in the era of shale oil
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References listed on IDEAS
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"Quantitative effects of the shale oil revolution,"
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More about this item
Keywordsshale oil; futures; risk premium; hedging; speculation; limits to arbitrage.;
- G00 - Financial Economics - - General - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- 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-ENE-2019-05-13 (Energy Economics)
- NEP-RMG-2019-05-13 (Risk Management)
- NEP-UPT-2019-05-13 (Utility Models & Prospect Theory)
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