Search Results - subject:"Historical Volatility" - EconBiz

The impact of ESG ratings on implied and historical volatility

Burger, Eric; Grba, Fabian; Heidorn, Thomas - 2022

The economic and political developments of the past years show an increasing importance of a possible risk-reducing of the company due to good ESG performance. Our work contributes by examining the impact of relatively better ESG performance of companies on their implied and historical share...

Persistent link: https://www.econbiz.de/10013165471

The impact of ESG ratings on implied and historical volatility

Burger, Eric; Grba, Fabian; Heidorn, Thomas - 2022

The economic and political developments of the past years show an increasing importance of a possible risk-reducing of the company due to good ESG performance. Our work contributes by examining the impact of relatively better ESG performance of companies on their implied and historical share...

Persistent link: https://www.econbiz.de/10013040903

Predicting implied volatility with historical volatility

Wang, Xinjie; Wu, Ge; Zhao, Suyang - 2024

Persistent link: https://www.econbiz.de/10015047494

Agricultural commodity market response to Russia's withdrawal from the grain deal

Steinbach, Sandro; Yildirim, Yasin - In: Journal of agricultural economics : JAE 75 (2024) 3, pp. 1004-1016

Persistent link: https://www.econbiz.de/10015049181

Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility

Brigo, Damiano - In: Options - 45 years since the publication of the …, (pp. 47-61). 2023

Persistent link: https://www.econbiz.de/10014366586

Agricultural commodity markets in the wake of the black sea grain initiative

Goyal, Raghav; Steinbach, Sandro - In: Economics letters 231 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014461237

Stock exchange volatility forecasting under market stress with MIDAS regression

Körs, Murat; Karan, Mehmet Baha - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 295-306

Persistent link: https://www.econbiz.de/10014253189

Information content and market liquidity in the fixed income market : evidence from the swaption market

Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014574914

Dynamic interaction between historical and implied volatility in the Indian option market

Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144

Persistent link: https://www.econbiz.de/10012696739

Analysis of currency volatility from a macroeconomic perspective : the case of selected emerging market economies (EMEs)

Hoosain, Aadila; Joubert, Alta; Owusu-Sekyere, Emmanuel - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 411-426

Persistent link: https://www.econbiz.de/10012671198

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