investigate volatility linkages between the European carbon emissions and energy markets. The results make it clear that there are … indeed volatility correlations and bidirectional spillover effects for the above two markets. In particular, the volatility … strongest volatility correlation between coal and carbon markets, the volatility spillover effect from the renewable energy …

which depending on the market states signaled by the level of volatility spread. We have documented that effectively, there … capital. We then propose the volatility spread as the active management factor into the Carhart's model used to evaluate …

Board Options Exchange (CBOE) volatility index (VIX) and assesses the success of the indicators’ application by pairing an …. The SVIX allows traders to graph volatility as a 100% scale on securities that do not have an official CBOE VIX ticker …This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago …

in many countries. Consequently, bank size and its role for macroeconomic volatility (or: stability) is the subject of … volume of the loan portfolio, and volatility. Using bank-level data for 1999 to 2014, we estimate a power law that relates … bank size to the volatility of loan growth. The effect of regulation on the power law coefficient indicates whether …