Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Peter Christoffersen, Rotman School of Management at the University of Toronto in Toronto, Canada, Copenhagen Business School
  • ,
  • Kris Jacobs, University of Houston, United States
  • Bingxin Li, West Virginia University in Morgantown, United States
Original languageEnglish
JournalJournal of Derivatives
Volume24
Issue2
Pages (from-to)8-30
Number of pages23
ISSN1074-1240
DOIs
Publication statusPublished - 2016

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