Information effects of monetary policy announcements on oil price

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

“…Other papers connect to our analysis, including, for instance, [26][27][28][29][30][31][32][33][34][35][36][37]. Our approach follows a quantitative strategy where we take a long position in the five oil futures contracts if the momentum in third risk-neutral return cumulant is negative.…”