Pricing Dynamics of Oil Futures with Tail Risk

Xinglin Yang; Ji Chen; Yiming Xu

doi:10.3905/jod.2022.1.151

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Pricing Dynamics of Oil Futures with Tail Risk

Xinglin Yang, Ji Chen and Yiming Xu

The Journal of Derivatives Spring 2022, jod.2022.1.151; DOI: https://doi.org/10.3905/jod.2022.1.151

Xinglin Yang

is an assistant professor of finance in the Institute of Chinese Financial Studies at Southwestern University of Finance and Economics in Chengdu, P. R. China

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Ji Chen

is a PhD student in finance in the Institute of Chinese Financial Studies at Southwestern University of Finance and Economics in Chengdu, P. R. China

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Yiming Xu

is a PhD student in economics at Cambridge University in Cambridge, UK

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Pricing Dynamics of Oil Futures with Tail Risk