Virgilio Zurita

Southern Illinois University - Southern Illinois University at Carbondale

Rehn Hall - Mail Code 4626

Carbondale, IL Illinois 62901-4515

United States

  • Southern Illinois University - Southern Illinois University at Carbondale

SCHOLARLY PAPERS

5

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1,073

TOTAL CITATIONS

0

Scholarly Papers (5)

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1.

Never a Dull Moment: Entropy Risk in Commodity Markets

Number of pages: 59 Posted: 14 Dec 2018 Last Revised: 06 Mar 2020
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 Southern Illinois University - Southern Illinois University at Carbondale
Downloads 339 (186,783)

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commodity returns; entropy; options; risk premium

2.

Digesting FOREXS: Information Transmission across Asset Classes and Return Predictability

Number of pages: 65 Posted: 07 Jul 2020 Last Revised: 22 Oct 2021
Joon Woo Bae, Zhi Da and Virgilio Zurita
Case Western Reserve University - Weatherhead School of Management, University of Notre Dame - Mendoza College of Business and Southern Illinois University - Southern Illinois University at Carbondale
Downloads 215 (296,757)

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return predictability, currency information, foreign operations

3.

Weather Variance Risk Premia

Number of pages: 48 Posted: 28 Sep 2023 Last Revised: 16 Jan 2024
Joon Woo Bae, Yoontae Jeon, Stephen Szaura and Virgilio Zurita
Case Western Reserve University - Weatherhead School of Management, McMaster University - Michael G. DeGroote School of Business, BI Norwegian School of Business and Southern Illinois University - Southern Illinois University at Carbondale
Downloads 213 (299,423)

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Weather Variance Risk Premia, Uncertainty, Municipal Bond, Corporate Bond, Stock Variance Risk Premia, Credit Spreads

4.

Blame it on the weather: Market implied weather volatility and firm performance

Number of pages: 63 Posted: 26 Jul 2023 Last Revised: 21 Jan 2025
Joon Woo Bae, Yoontae Jeon, Stephen Szaura and Virgilio Zurita
Case Western Reserve University - Weatherhead School of Management, McMaster University - Michael G. DeGroote School of Business, BI Norwegian School of Business and Southern Illinois University - Southern Illinois University at Carbondale
Downloads 203 (313,351)

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JEL Classification: G11, G12, Q54 climate finance, option prices, stock returns, weather risk, climate finance, weather derivatives

5.

Corporate Hedging, Investment, and Higher Moments of Stock Returns

Number of pages: 50 Posted: 06 Dec 2021 Last Revised: 31 Aug 2023
Hitesh Doshi, Praveen Kumar and Virgilio Zurita
University of Houston - C.T. Bauer College of Business, University of Houston - Department of Finance and Southern Illinois University - Southern Illinois University at Carbondale
Downloads 103 (546,630)

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Hedging; Investment, Option Prices, Risk Management, Skewness