Capturing Energy Risk Premia

Log in to collect

Academic paper

Capturing Energy Risk Premia

AuthorsAdrián Fernández-Pérez; Ana-Marı́a Fuertes; Joëlle Miffre

Institute
  • Auckland University of Technology
  • City, University of London
  • Bayes Business School, City, University of London
  • Audencia Business School

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.