Lin Gao

Universite du Luxembourg

L-1511 Luxembourg

Luxembourg

Luxembourg School of Finance

4, rue Albert Borschette

Luxembourg, 1246

Luxembourg

SCHOLARLY PAPERS

4

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Top 38,642

in Total Papers Downloads

2,440

SSRN CITATIONS

13

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Commodity Option Implied Volatilities and the Expected Futures Returns

Number of pages: 74 Posted: 24 Mar 2017 Last Revised: 06 Mar 2019
Lin Gao and Lin Gao
Universite du LuxembourgLuxembourg School of Finance
Downloads 1,192 (33,531)
Citation 1

Abstract:

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commodities, option-implied volatility, uncertainty

2.

Market Sentiment in Commodity Futures Returns

Journal of Empirical Finance, vol 33, pp.84-103, 2015
Number of pages: 56 Posted: 27 Sep 2011 Last Revised: 06 Jun 2016
Lin Gao, Lin Gao and Stephan Süss
Universite du LuxembourgLuxembourg School of Finance and Independent
Downloads 740 (65,012)

Abstract:

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Commodity Futures, Market Sentiment

3.

Macro Fundamentals or Geopolitical Events? A Textual Analysis of News Events for Crude Oil

Journal of Empirical Finance, vol. 51, pp.64-94, 2019
Number of pages: 61 Posted: 21 Feb 2019 Last Revised: 07 Mar 2019
Michael W. Brandt, Lin Gao and Lin Gao
Duke University - Fuqua School of Business and Universite du LuxembourgLuxembourg School of Finance
Downloads 287 (197,867)
Citation 12

Abstract:

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Crude Oil, News Analytics, Sentiment, Information

4.

The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks

Journal of Futures Markets, vol. 34(1), pp. 93-101, 2014
Number of pages: 14 Posted: 26 Jun 2011 Last Revised: 09 Oct 2015
Lin Gao, Lin Gao and Lu Liu
Universite du LuxembourgLuxembourg School of Finance and Stockholm Business School, Stockholm University
Downloads 221 (255,961)

Abstract:

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stocks, commodity futures, regime switching, volatility, correlation, diversification