IMF Working Papers

Subject: Asset prices, Commodities, Financial institutions, Futures, Oil, Oil prices, Options, Prices

Keywords: Asset prices, Characteristic function, Crude oil, Cumulants, Drift, Fourier inversion, Fourier transform, Futures, Futures price, Inelasticities of oil demand and supply, Jump-diffusion, Kurtosis, Modeling asset price, Oil, Oil price density, Oil price dynamics, Oil prices, Option pricing, Option value, Options, Price density, Price effect, Price inelasticities of oil demand and supply, Price inelasticity, Price process, Return process, Skewness, State price density, Variance-gamma distribution, Volatility, WP