The author presented an abbreviated version of this paper during presentations at the Commodity and Energy Markets Conference at Oxford University on June 15, 2017 and at a Cass Business School (Ci ...
Research Associate, EDHEC-Risk Institute
Principal, Premia Research LLC
The author presented an abbreviated version of this paper during presentations at the Commodity and Energy Markets Conference at Oxford University on June 15, 2017 and at a Cass Business School (City, University of London) Finance Research Workshop on June 16, 2017.
Type: | Working paper |
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Date: | le 08/09/2017 |
Research Cluster : | Finance |