"Pricing commodity futures and determining risk premia in a three factor ..."

Jilong Chen et al. (2022)

> Home

Details and statistics

DOI: 10.1007/S10479-021-04198-7

access: closed

type: Journal Article

metadata version: 2022-06-28

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/ChenEOWX22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/ChenEOWX22
Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao:
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Ann. Oper. Res. 313(1): 29-46 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.