Crude Oil Market Risk Premium
The Tail Risk Premium (TRP) in the crude oil market is a stronger predictor of future returns than the Variance Risk Premium (VRP), despite being smaller.
Featured in No. 85 on 19 Feb 2025 · 12 days after release
- Released
- 7 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 83
- Identifier
- SSRN 5127570
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