遇见数据集

Risk Premia in Crude Oil Futures Prices

收藏
NBER2013-05-01 更新2025-01-04 收录
数据链接:
官方服务:

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.

创建时间:
2013-05-01
二维码
社区交流群
二维码
科研交流群
商业服务