TY  - JOUR
AU  - Giacomo Morelli
PY  - 2022///
TI  - Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives
JO  - The Energy Journal
VL  - Volume 43
DO  - 10.5547/01956574.43.SI1.gmor
IS  - SI
KW  - Variance risk premium
KW  - Energy markets
KW  - Variance swaps
KW  - Markov-switching GARCH
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3952