What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?

Gurdip Bakshi, Xiaohui Gao, Zhaowei Zhang

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DOI: 10.3390/commodities3020014
Published: 2024-05-28
Container: Commodities
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/commodities3020014,
  title = {What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?},
  author = {Gurdip Bakshi and Xiaohui Gao and Zhaowei Zhang},
  year = {2024},
  journal = {Commodities},
  doi = {10.3390/commodities3020014},
  url = {https://doi.org/10.3390/commodities3020014}
}

RIS

TY  - JOUR
TI  - What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
AU  - Gurdip Bakshi
AU  - Xiaohui Gao
AU  - Zhaowei Zhang
PY  - 2024
JO  - Commodities
DO  - 10.3390/commodities3020014
UR  - https://doi.org/10.3390/commodities3020014
ER  -

APA

Bakshi, G., Gao, X., & Zhang, Z. (2024). What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. Commodities. https://doi.org/10.3390/commodities3020014

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crossref · retrieved 2026-09-25T00:00:15.060Z