Risk Premia in Crude Oil Futures Prices
收藏NBER2013-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19056
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资源简介：
If commercial producers or financial investors use futures contracts to hedge against commodity price risk, the arbitrageurs who take the other side of the contracts may receive compensation for their assumption of nondiversifiable risk in the form of positive expected returns from their positions.
提供机构：
美国国家经济研究局
创建时间：
2013-05-01
