The forecasting accuracy of implied volatility from ECX carbon options
Year of publication: |
2014
|
---|---|
Authors: | Viteva, Svetlana ; Veld- Merkoulova, Yulia ; Campbell, Kevin |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 475-484
|
Subject: | Carbon options | Implied volatility | Volatility forecasting | EU Emissions Trading Scheme | Volatilität | Volatility | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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