Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

TIAN Fengping, YANG Ke

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2015-2029.

PDF(969 KB)
中国科学院数学与系统科学研究院期刊网
PDF(969 KB)
Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2015-2029. DOI: 10.12011/SETP2020-1048

Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(8): 2015-2029 https://doi.org/10.12011/SETP2020-1048

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(969 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉