The Variance Risk Premium of Major Currencies and its Impact on Commodities: An Empirical Study

Additional Metadata
Keywords	asset pricing, commodities, variance risk premium, volatility risk premium
Thesis Advisor	Urquhart, Andrew, Koeter, Joren
Persistent URL	hdl.handle.net/2105/69080
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	Meuser Bourgognion, Max. (2023, July 4). The Variance Risk Premium of Major Currencies and its Impact on Commodities: An Empirical Study. Finance & Investments. Retrieved from http://hdl.handle.net/2105/69080

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