Kasper Olesen

CREATES

Fuglesangs Alle 4

Aarhus V, 8210

Denmark

Bank of America - Bank of America Merrill Lynch

United States

SCHOLARLY PAPERS

2

DOWNLOADS

836

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Factor Structure in Commodity Futures Return and Volatility

Rotman School of Management Working Paper No. 2495779
Number of pages: 64 Posted: 14 Sep 2014 Last Revised: 26 Jun 2017
Peter Christoffersen, Asger Lunde, Asger Lunde, Kasper Olesen and Kasper Olesen
University of Toronto - Rotman School of Management, CREATESAarhus University - School of Business and Social Sciences and CREATESBank of America - Bank of America Merrill Lynch
Downloads 748 (48,833)
Citation 13

Abstract:

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Factor structure, financial volatility, beta, high-frequency data, commodities, financialization

2.

Realizing Correlations Across Asset Classes

Number of pages: 58 Posted: 02 Jan 2019 Last Revised: 14 Feb 2022
Niels Groenborg, Asger Lunde, Asger Lunde, Kasper Olesen, Kasper Olesen and Harry Vander Elst
School of Economics and Business Economics, Aarhus University, CREATESAarhus University - School of Business and Social Sciences, CREATESBank of America - Bank of America Merrill Lynch and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 88 (399,542)

Abstract:

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commodities, futures markets, portfolio selection, Realized Beta GARCH