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The Fundamental, Speculative and Macroeconomic Determinants of Variance and Skew Risk Premia in Oil Market

https://doi.org/10.2139/ssrn.3168159
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25/25 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

13 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 25 checked references that resolve
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A Guide to Volatility and Variance Swaps
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The Fundamentals of Commodity Futures Returns
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EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
resolves10.1287/mnsc.2017.3008
Macroeconomic Factors in Oil Futures Markets
resolves10.1093/rfs/1.2.173
Residual Risk, Trading Costs, and Commodity Futures Risk Premia:
resolves10.1086/261584
Risk, Futures Pricing, and the Organization of Production in Commodity Markets
resolves10.2307/2938209
Hedging Pressure and Futures Price Movements in a General Equilibrium Model
resolves10.2307/2330814
Determinants of Hedging and Risk Premia in Commodity Futures Markets
resolves10.1093/rfs/hhi027
The Model-Free Implied Volatility and Its Information Content
resolves10.1093/rfs/hht039
The Skew Risk Premium in the Equity Index Market
resolves10.1016/j.jbankfin.2013.12.002
The importance of the volatility risk premium for volatility forecasting
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Limits to Arbitrage and the Skewness Risk Premium in Options Markets
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Limits to Market Making, Liquidation Risk and the Skewness Risk Premium in Options Markets
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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
resolves10.1016/j.jempfin.2015.07.003
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
The 13 references without a DOI — listed, not checked
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no DOI — not checkedDistribution of the estimators for autoregressive time series with a unit root
no DOI — not checkedIdentifying multiple outliers in multivariate data
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no DOI — not checkedref28
no DOI — not checkedref30
no DOI — not checkedref33
no DOI — not checkedref34
no DOI — not checkedEconomic uncertainty and commodity futures volatility
no DOI — not checkedSpeculation on hedging markets
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