The State Price Density Implied by Crude Oil Futures and Option Prices

A-Tier
Journal: The Review of Financial Studies
Year: 2022
Volume: 35
Issue: 2
Pages: 1064-1103

Authors (3)

Peter Christoffersen Kris Jacobs (not in RePEc) Xuhui (Nick) Pan (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Both large oil price increases and decreases are associated with deteriorating economic conditions. The projection of the state price density (SPD) onto oil returns estimated from oil futures and option prices displays a U-shaped pattern. Because investors assign high state prices to large negative and large positive oil returns, the U-shaped SPD may steepen in either tail when economic conditions deteriorate. The positive return region of the SPD is more closely related to economic conditions. The oil SPD contains information about economic conditions and future security returns that is distinct from the information in the stock index SPD.

Technical Details

RePEc Handle
repec:oup:rfinst:v:35:y:2022:i:2:p:1064-1103
Journal Field
Finance
Author Count
3
Added to Database
2026-02-09