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What explains risk premiums in crude oil futures?

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  • Marko Melolinna

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  • Marko Melolinna, 2011. "What explains risk premiums in crude oil futures?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 35(4), pages 287-307, December.
    • Handle: RePEc:bla:opecrv:v:35:y:2011:i:4:p:287-307
    DOI: j.1753-0237.2011.00201.x
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    File URL: http://hdl.handle.net/10.1111/j.1753-0237.2011.00201.x
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    Cited by:

    1. Georges Prat & Remzi Uctum, 2021. "Modeling ex-ante risk premia in the oil market," Working Papers hal-03508699, HAL.
    2. Cifuentes, Sebastián & Cortazar, Gonzalo & Ortega, Hector & Schwartz, Eduardo S., 2020. "Expected prices, futures prices and time-varying risk premiums: The case of copper," Resources Policy, Elsevier, vol. 69(C).
    3. Marc H. Vatter, 2019. "OPEC’s Risk Premia and Volatility in Oil Prices," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(2), pages 165-175, May.

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