Matches in SemOpenAlex for { <https://semopenalex.org/work/W4300962835> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W4300962835 endingPage "197" @default.
- W4300962835 startingPage "168" @default.
- W4300962835 abstract "Abstract In this study, we investigate the cross‐section of option‐implied tail risks in commodity markets. In contrast to findings from equity markets, left and right tail risks implied by option markets are both large. Commodity‐specific variables exert the largest influence on tail risk, while there is no evidence of systematic commodity factors that are linked to tail risk. Additionally, we find strong links to the equity markets, but also comovements to macroeconomic factors. Left or right tail risks are largely independent of variance risk premiums. Finally, both left and right tail risks are priced in the cross‐section of commodity futures returns." @default.
- W4300962835 created "2022-10-04" @default.
- W4300962835 creator A5050273769 @default.
- W4300962835 creator A5051464457 @default.
- W4300962835 creator A5056159814 @default.
- W4300962835 creator A5078989009 @default.
- W4300962835 date "2022-10-02" @default.
- W4300962835 modified "2023-10-16" @default.
- W4300962835 title "Commodity tail risks" @default.
- W4300962835 cites W1934944118 @default.
- W4300962835 cites W2011157928 @default.
- W4300962835 cites W2033426918 @default.
- W4300962835 cites W2049234737 @default.
- W4300962835 cites W2050067494 @default.
- W4300962835 cites W2148560022 @default.
- W4300962835 cites W2171436969 @default.
- W4300962835 cites W2602944026 @default.
- W4300962835 cites W2612030650 @default.
- W4300962835 cites W2757119202 @default.
- W4300962835 cites W2768600895 @default.
- W4300962835 cites W2771101509 @default.
- W4300962835 cites W2774620275 @default.
- W4300962835 cites W2795810775 @default.
- W4300962835 cites W2901591385 @default.
- W4300962835 cites W2996621674 @default.
- W4300962835 cites W3023591372 @default.
- W4300962835 cites W3121129128 @default.
- W4300962835 cites W3121239128 @default.
- W4300962835 cites W3122374219 @default.
- W4300962835 cites W3122512457 @default.
- W4300962835 cites W3123200937 @default.
- W4300962835 cites W3124049593 @default.
- W4300962835 cites W3124385368 @default.
- W4300962835 cites W3124672250 @default.
- W4300962835 cites W3124959233 @default.
- W4300962835 cites W3125200233 @default.
- W4300962835 cites W3125234910 @default.
- W4300962835 cites W3125451843 @default.
- W4300962835 cites W3125883798 @default.
- W4300962835 cites W3125929260 @default.
- W4300962835 cites W3126038736 @default.
- W4300962835 cites W3131790420 @default.
- W4300962835 cites W3141231435 @default.
- W4300962835 cites W3155252641 @default.
- W4300962835 cites W3204295557 @default.
- W4300962835 doi "https://doi.org/10.1002/fut.22381" @default.
- W4300962835 hasPublicationYear "2022" @default.
- W4300962835 type Work @default.
- W4300962835 citedByCount "1" @default.
- W4300962835 countsByYear W43009628352023 @default.
- W4300962835 crossrefType "journal-article" @default.
- W4300962835 hasAuthorship W4300962835A5050273769 @default.
- W4300962835 hasAuthorship W4300962835A5051464457 @default.
- W4300962835 hasAuthorship W4300962835A5056159814 @default.
- W4300962835 hasAuthorship W4300962835A5078989009 @default.
- W4300962835 hasConcept C10138342 @default.
- W4300962835 hasConcept C106159729 @default.
- W4300962835 hasConcept C106306483 @default.
- W4300962835 hasConcept C149782125 @default.
- W4300962835 hasConcept C162324750 @default.
- W4300962835 hasConcept C17744445 @default.
- W4300962835 hasConcept C199539241 @default.
- W4300962835 hasConcept C199728807 @default.
- W4300962835 hasConcept C2776734221 @default.
- W4300962835 hasConcept C2779439359 @default.
- W4300962835 hasConcept C556758197 @default.
- W4300962835 hasConceptScore W4300962835C10138342 @default.
- W4300962835 hasConceptScore W4300962835C106159729 @default.
- W4300962835 hasConceptScore W4300962835C106306483 @default.
- W4300962835 hasConceptScore W4300962835C149782125 @default.
- W4300962835 hasConceptScore W4300962835C162324750 @default.
- W4300962835 hasConceptScore W4300962835C17744445 @default.
- W4300962835 hasConceptScore W4300962835C199539241 @default.
- W4300962835 hasConceptScore W4300962835C199728807 @default.
- W4300962835 hasConceptScore W4300962835C2776734221 @default.
- W4300962835 hasConceptScore W4300962835C2779439359 @default.
- W4300962835 hasConceptScore W4300962835C556758197 @default.
- W4300962835 hasIssue "2" @default.
- W4300962835 hasLocation W43009628351 @default.
- W4300962835 hasOpenAccess W4300962835 @default.
- W4300962835 hasPrimaryLocation W43009628351 @default.
- W4300962835 hasRelatedWork W1516414156 @default.
- W4300962835 hasRelatedWork W1536677042 @default.
- W4300962835 hasRelatedWork W1554101986 @default.
- W4300962835 hasRelatedWork W2262287030 @default.
- W4300962835 hasRelatedWork W2273967960 @default.
- W4300962835 hasRelatedWork W2949531085 @default.
- W4300962835 hasRelatedWork W3124385368 @default.
- W4300962835 hasRelatedWork W3144737698 @default.
- W4300962835 hasRelatedWork W3215369144 @default.
- W4300962835 hasRelatedWork W412875239 @default.
- W4300962835 hasVolume "43" @default.
- W4300962835 isParatext "false" @default.
- W4300962835 isRetracted "false" @default.
- W4300962835 workType "article" @default.