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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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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
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Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan; Singh, Vipul Kumar - In: Energy economics 116 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013542126