[HTML][HTML] Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets

D Vortelinos, A Menegaki, I Passas, A Garefalakis… - Energies, 2024 - mdpi.com
In this study, we investigate the heterogeneity in energy and non-energy commodities by
analyzing their four realized moments: returns, realized volatility, realized skewness and …

Tail risk premium in the crude oil market

B Li, S Li - Energy Economics, 2025 - Elsevier
Although tail events are infrequent, their potential impacts on financial risk management are
significant. This paper examines the differentiation between the tail risk premium (TRP) and …

The predictability of skewness risk premium on stock returns: Evidence from Chinese market

Z Ni, L Wang - International Review of Economics & Finance, 2023 - Elsevier
Skewness risk premium is the difference between realized skewness and implied skewness.
This paper provides empirical evidence of the predictive power of skewness risk premium for …

Exchange Rate Flexibility of Marine Export Trade Based on Artificial Neural Network

S Feng - Journal of Coastal Research, 2020 - meridian.allenpress.com
ABSTRACT Feng, SS, 2020. Exchange rate flexibility of marine export trade based on
artificial neural network. In: Guido Aldana, PA and Kantamaneni, K.(eds.), Advances in …

Determinants of implied volatility and implied skewness for WTI crude oil

F Tangen, K Vasseng - 2018 - ntnuopen.ntnu.no
We analyze empirically what drives changes in the volatility smile for WTI crude oil, by
calculating at-the-money implied volatility and a proxy for implied skewness on nearby future …