← Search

Review of Financial Studies Vol. 35 No. 2 2022

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

Peter Christoffersen1; Kris Jacobs2; Xuhui (Nick) Pan3

1 Rotman School of Management, University of Toronto · 2 Bauer College of Business University of Houston · 3 Price College of Business University of Oklahoma

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.

DOI
10.1093/rfs/hhab011
Volume
35
Issue
2
Pages
1064-1103
Language
en
Sources
bibtex:phds-export.bib openalex crossref

Cite