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We seek the roots of one-minute changes in VIX, an index of S&P 500 option prices, to understand risk neutral volatility and its risk premium component. Beyond leverage and risk premium effects, macroeconomic influences and some proxies for noise trading in the S&P 500 ETF market are...
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This study aims to contribute to the further development of the Member States' reporting to the EU with regard to the National Energy and Climate Change Plans (NECPs), especially with regard to the national progress reports, the NECP updates and a possible revision of the Governance Regulation....
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