Author Page for Lin Gao

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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 1,014 (34,919)

Citation 1

Abstract:

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 704 (57,263)

Citation 3

Abstract:

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 222 (212,089)

Citation 4

Abstract:

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 203 (230,409)

Lin Gao

Universite du Luxembourg

Luxembourg School of Finance

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Scholarly Papers (4)

Commodity Option Implied Volatilities and the Expected Futures Returns

Abstract:

Market Sentiment in Commodity Futures Returns

Abstract:

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

Abstract:

The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks

Abstract: