An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
This paper examines the information content of risk-neutral moments to explain crude oil
futures returns. Implied volatility and higher moments are extracted from observed crude oil …
futures returns. Implied volatility and higher moments are extracted from observed crude oil …
[PDF][PDF] Oil Price, Stock Market and Economic Growth of the United States: Empirical Evidence based on Dynamic Statistical Models
MM Islam - Journal of Quantitative Finance and Economics, 2022 - arfjournals.com
This paper investigates the linkages and the long-run equilibrium relationship among oil
price, stock market, and the economic growth of the US using the quarterly data from 2010 to …
price, stock market, and the economic growth of the US using the quarterly data from 2010 to …