Copertina

Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures

Fuente: Wiley Open Access

Salvato in:

Dettagli Bibliografici
Autori principali:	Xiaoli Etienne, Bingxin Li, Rui Liu
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2025
Soggetti:	Journal of Futures Markets
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Intraday Liquidity in International Crude Oil Futures Markets: News Impacts, Commonality, and Spillovers
di: Hong Miao, et al.
Pubblicazione: (2026)

Linkages Between Shanghai and Global Crude Oil Futures Markets
di: Gaige Zhang, et al.
Pubblicazione: (2025)

Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
di: Ke Yang, et al.
Pubblicazione: (2024)

Term Structure and Risk Premiums of Commodity Futures With Linear Regressions
di: Daejin Kim
Pubblicazione: (2024)

Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures
di: Feng He, et al.
Pubblicazione: (2025)

Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value
di: Ke Yang, et al.
Pubblicazione: (2026)

Deep Learning‐Based Network Relationship Construction Method and Its Impact on Futures Risk Premiums
di: Chen Chuanglian, et al.
Pubblicazione: (2025)

Predicting Market Returns Using Covariance Asymmetry Risk Premium
di: Zhenxiong Li, et al.
Pubblicazione: (2025)

Forecasting Crude Oil Price Using Secondary Decomposition‐Reconstruction‐Ensemble Model Based on Variational Mode Decomposition
di: Lili Li, et al.
Pubblicazione: (2025)

Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market
di: Xianjing Zhou, et al.
Pubblicazione: (2025)

Systemic Credit Risk Premium: Insights From Credit Derivatives Markets
di: Kiwoong Byun, et al.
Pubblicazione: (2025)

Equity Market Capital Gains Overhang and Crude Oil Volatility Forecasting: A Cross‐Market Analysis
di: Xudong Cui, et al.
Pubblicazione: (2026)

Energy‐Related Discussion in Fed Speeches and Options‐Implied Equity Risk Premium
di: Alok Dixit, et al.
Pubblicazione: (2026)

Forecasting Chinese Stock Market Volatility With Intraday and Overnight Volatility Components of INE Oil Futures
di: Qihao Chen, et al.
Pubblicazione: (2025)

Information Flow Across the Futures Term Structure: Evidence From Chinese Corn Futures Market
di: Wei Xie, et al.
Pubblicazione: (2025)

Forecasting Crude Oil Price Volatility With Analyst Commentary Sentiment: A Nonlinear Analysis Using Deep‐Learning Models
di: Yue‐Jun Zhang, et al.
Pubblicazione: (2025)

Illuminating the Pricing Kernels: Short‐Term and Long‐Term Index Option Returns
di: Bingxin Li, et al.
Pubblicazione: (2025)

Skewness Premium for Short‐Term Exposure to Squared Market Returns
di: Martin Wallmeier
Pubblicazione: (2025)

Do Corn Options Update Volatility Expectations in the Wake of USDA Reports?
di: Yao Yang, et al.
Pubblicazione: (2025)

Geopolitical Risk and the Volatility of the International Grain Futures Market
di: Yun‐Shi Dai, et al.
Pubblicazione: (2025)

The Impact of Biodiversity Risk on US Agricultural Futures Markets
di: Hongjun Zeng, et al.
Pubblicazione: (2026)

Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
di: SiSi Qin, et al.
Pubblicazione: (2024)

Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
di: Athanasios Triantafyllou, et al.
Pubblicazione: (2025)

Enhancing Commodity Futures Price Prediction With Geopolitical Risk Embedding: A Comparative Study of Deep Learning Models
di: Yong Li, et al.
Pubblicazione: (2026)

Commodity Futures Market Conditions and Climate Policy Risk: Evidence From Energy and Metals Markets
di: Kingsley E. Dogah, et al.
Pubblicazione: (2024)

Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
di: Han‐Yu Zhu, et al.
Pubblicazione: (2024)

Downside Risk and Agriculture Commodity Futures Returns: A Study Using Self‐Organizing Maps
di: Santanu Das
Pubblicazione: (2026)

Why Don't Farmers Use Futures and Options for Hedging? An Examination of Historical Basis Risk and Cash Constraints
di: Daniel L. Prager, et al.
Pubblicazione: (2025)

Optimizing Genetic Algorithm With Momentum Strategy for Technical Trading Rules: Evidence From Futures Markets
di: Shihan Li, et al.
Pubblicazione: (2024)

Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
di: Jianmin Liu, et al.
Pubblicazione: (2025)

Climate Risks in Main Producing Areas and Realized Volatility in Agricultural Futures: Machine Learning Methods Based on High‐Frequency Data
di: Xiaoming Zhang, et al.
Pubblicazione: (2025)

Futures Turnover Waves
di: Ekaterina E. Emm, et al.
Pubblicazione: (2025)

Futures Commission Merchants Concentration and Commodity Futures Market Microstructure: Empirical Evidence
di: Shengwu Du, et al.
Pubblicazione: (2026)

Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness
di: Leon Li, et al.
Pubblicazione: (2025)

Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic
di: Syed Ali Raza, et al.
Pubblicazione: (2025)

News Sentiment and Commodity Futures Investing
di: Chi Yeguang, et al.
Pubblicazione: (2025)

Virtual Commodities and Futures Markets of Tangible Commodities
di: Che‐Chun Lin, et al.
Pubblicazione: (2025)

Tick Size, Lot Size, and Liquidity in Futures Trading
di: Lars L. Nordén, et al.
Pubblicazione: (2025)

Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market
di: Doojin Ryu, et al.
Pubblicazione: (2025)

Optimal Versus Naive Diversification in Commodity Futures Markets
di: Max Heide, et al.
Pubblicazione: (2024)