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Virgilio Zurita
Baylor University
Waco, TX 76798
United States
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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:
commodity returns; entropy; options; risk premium
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