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A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik; Haugom, Erik; Molnár, Peter; … - In: Energy economics 48 (2015), pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
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Option prices and implied volatility in the crude oil market
Soini, Vesa; Lorentzen, Sindre - In: Energy economics 83 (2019), pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
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Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano - In: Energy economics 95 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
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Generating options-implied probability densities to understand oil market events
Datta, Deepa Dhume; Londono, Juan M.; Ross, Landon J. - In: Energy economics 64 (2017), pp. 440-457
Persistent link: https://www.econbiz.de/10011758982
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Environment-related stranded assets : what does the market think about the impact of collective climate action on the value of fossil fuel stocks?
Shimbar, Ali - In: Energy economics 103 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013364072
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Forecasting spot price volatility using the short-term forward curve
Haugom, Erik; Ullrich, Carl J. - In: Energy economics 34 (2012) 6, pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
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Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
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The forecasting accuracy of implied volatility from ECX carbon options
Viteva, Svetlana; Veld- Merkoulova, Yulia; Campbell, Kevin - In: Energy economics 45 (2014), pp. 475-484
Persistent link: https://www.econbiz.de/10010506560
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Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility
Ding, Qian; Huang, Jianbai; Chen, Jinyu - In: Energy economics 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013162177
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Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar; Nishant, Shreyank; Kumar, Pawan - In: Energy economics 76 (2018), pp. 48-63
Persistent link: https://www.econbiz.de/10011976582