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Polynomial Variation, Quadratic Variation, Variance Risk Premium, Tail Risk Premium, Predictability
Crude oil, Futures, Options, Discrete-time models, Jump intensities, Risk premiums
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polynomial variation, predictability, quadratic variation, tail risk premium, variance risk premium
Trade secrets protection, Uniform Trade Secrets Act, Stock price crash risk, Information asymmetry, Earnings response coefficient, Short interest
Crude oil; Futures; Options; Discrete-time models; Jump intensities; Risk premiums
Oil; Futures; Options; Speculation; Risk Aversion; Risk Premium
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