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.

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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

  • Cong SUI1,2,*(), Enmao LIU1(), Wenjun WANG1()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(9): 2934-2949 https://doi.org/10.12011/SETP2024-0182

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