The term structure of risk-neutral higher-order moments and return predictability: Evidence from crude oil market

Cong SUI, Enmao LIU, Wenjun WANG

Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (9) : 2934-2949.

PDF(317 KB)
PDF(317 KB)
Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (9) : 2934-2949. DOI: 10.12011/SETP2024-0182

The term structure of risk-neutral higher-order moments and return predictability: Evidence from crude oil market

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(9): 2934-2949 https://doi.org/10.12011/SETP2024-0182

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(317 KB)

Accesses

Citation

Detail

Sections
Recommended

/