---
title: Crude Oil Market Risk Premium
url: https://www.ml-quant.com/papers/ssrn/5127570/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5127570
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5127570
featured: 2025-02-19
citations: unknown
topic: Asset Pricing & Factors
---


# Crude Oil Market Risk Premium

The Tail Risk Premium (TRP) in the crude oil market is a stronger predictor of future returns than the Variance Risk Premium (VRP), despite being smaller.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5127570
- Identifier: SSRN 5127570
- Released: 2025-02-07
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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