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The Risk of Skewness and Kurtosis in Oil Market and the Cross-Section of Stock Returns

https://doi.org/10.2139/ssrn.3168191
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12/12 checkable references clean · checked 2026-08-28

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.

8 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 12 checked references that resolve
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1016/0956-5221(93)90009-h
Closed-form approximation of American options
resolves10.1016/0304-405x(76)90024-6
The pricing of commodity contracts
resolves10.1111/0022-1082.00228
Option Prices, Implied Price Processes, and Stochastic Volatility
resolves10.21314/jcf.1999.043
Option valuation using the fast Fourier transform
resolves10.1111/iere.12099
EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
resolves10.1287/mnsc.2017.3008
Macroeconomic Factors in Oil Futures Markets
resolves10.1093/rfs/hhi027
The Model-Free Implied Volatility and Its Information Content
resolves10.1002/jae.2322
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
resolves10.2139/ssrn.1988449
Investor Beliefs and State Price Densities in the Crude Oil Market
resolves10.1016/j.jbankfin.2013.12.002
The importance of the volatility risk premium for volatility forecasting
resolves10.1111/jofi.12261
Informational Frictions and Commodity Markets
The 8 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedDistribution of the estimators for autoregressive time series with a unit root
no DOI — not checkedThe simple economics of commodity price speculation
no DOI — not checkedref13
no DOI — not checkedref16
no DOI — not checkedInvestor flows and the 2008 boom/bust in oil prices
no DOI — not checkedref19
no DOI — not checkedA general stochastic volatility model for the pricing of interest rate derivatives
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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