Bingxin Li

West Virginia University

Assistant Professor

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

4

DOWNLOADS

303

CITATIONS

0

Scholarly Papers (4)

1.

VIX Decomposed Tail Risk Premia and the Tail Risk Factor

Number of pages: 60 Posted: 14 Mar 2016 Last Revised: 16 Jan 2018
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Tulane University - A.B. Freeman School of Business
Downloads 283 (105,962)

Abstract:

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Tail Risk, Jumps, Risk Premium, Asset Pricing Factor

2.

Dynamic Jump Intensities in Crude Oil Futures and Options Markets

Journal of Derivatives 24 (2), 8-30, 2016
Number of pages: 38 Posted: 19 Feb 2019
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University
Downloads 20 (514,680)

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Crude oil, Futures, Options, Discrete-time models, Jump intensities, Risk premiums

3.

Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets

Journal of Derivatives, 24 (2), 8-30, Rotman School of Management Working Paper No. 2861911, https://doi.org/10.3905/jod.2016.24.2.008
Posted: 20 May 2019
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and West Virginia University

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Crude oil; Futures; Options; Discrete-time models; Jump intensities; Risk premiums

4.

Speculation, Risk Aversion, and Risk Premiums in the Crude Oil Market

Posted: 02 Apr 2015
Bingxin Li
West Virginia University

Abstract:

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Oil; Futures; Options; Speculation; Risk Aversion; Risk Premium