{"title":"Commodity Return Predictability: Evidence from Implied Variance, Skewness, and their Risk Premia","authors":"Marinela Adriana Finta, José Renato Haas Ornelas","doi":"10.1016/j.intfin.2022.101569","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"4 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of International Financial Markets, Institutions and Money","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/j.intfin.2022.101569","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}