0 citations0 referencesGoogle Scholardoi.orgCommodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk PremiaSSRN Electronic Journal·2018Citations Over TimeMarinela Adriana Finta, José Renato Haas OrnelasRelated Papers→ Downside Variance Risk Premium(2015)48 cited→ Jump and variance risk premia in the S&P 500(2016)21 cited→ Low-dimensional nonlinearity of ENSO and its impact on predictability(2009)9 cited→ U.K. Stock Market Inefficiencies and the Risk Premium(2007)2 cited