Risk premia in crude oil futures prices

Journal of International Money and Finance

Volumn 42, Issue , 2014, Pages 9-37

  Hamilton, James D ^a   Wu, Jing Cynthia ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Affine term structure models; Futures risk premium; Oil prices; Speculation

Indexed keywords

EID: 84894233406     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2013.08.003     Document Type: Article

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