Suk Joon Byun

Graduate School of Finance

85 Hoegiro Dongdaemun-Gu

Seoul 02455

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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Downside Uncertainty Shocks in the Oil and Gold Markets

Number of pages: 39 Posted: 07 Apr 2020
Tai-Yong Roh, Suk Joon Byun and Yahua Xu
Liaoning University, Graduate School of Finance and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
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Abstract:

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Commodity markets; Downside uncertainty shocks; Downside variance risk premiums; Pricing implications