Liu, Ming-Lei; Ji, Qiang; Fan, Ying - In: Energy 55 (2013) C, pp. 860-868
OVX (Crude oil volatility index), as a measure of oil market uncertainty and new volatility derivatives published by CBOE (Chicago Board Options Exchange) during the 2008 global financial crisis, provides a direct prediction of the market's expectation for future 30-day crude oil price...