Predicting excess returns in the crude oil market using the variance risk premium and oil shocks

Additional Metadata
Keywords	United States Oil Fund LP, variance risk premium, crude oil market, demand shock, supply shock, risk shock
Thesis Advisor	Abudy, Meni, Wagner, Wolf
Persistent URL	hdl.handle.net/2105/68230
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Verbunt, Casper. (2023, February 21). Predicting excess returns in the crude oil market using the variance risk premium and oil shocks. Finance & Investments. Retrieved from http://hdl.handle.net/2105/68230

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