Virgilio Zurita

Baylor University

Waco, TX 76798

United States

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Scholarly Papers (1)

1.

Never a Dull Moment: Entropy Risk in Commodity Markets

Number of pages: 48 Posted: 14 Dec 2018 Last Revised: 13 Dec 2019
Fousseni Chabi-Yo, Hitesh Doshi and Virgilio Zurita
University of Massachusetts Amherst - Isenberg School of Management, University of Houston - C.T. Bauer College of Business and Baylor University
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Abstract:

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commodity returns; entropy; options; risk premium