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Unterschiedliche Markteinschätzungen von Spekulanten als Determinante des Rohölpreises
Möbert, Jochen - 2009
; Futures market ; Speculation …
Persistent link: https://www.econbiz.de/10003878962
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Do speculators drive crude oil prices? : dispersion in beliefs as a price determinant
Möbert, Jochen - 2009
dispersion in beliefs influences both crude oil prices and price volatility. -- Crude oil market ; futures market ; speculation …
Persistent link: https://www.econbiz.de/10008657620
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The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities
Staugaitis, Algirdas Justinas; Christauskas, Česlovas - In: Equilibrium : quarterly journal of economics and … 18 (2023) 3, pp. 661-686
Persistent link: https://www.econbiz.de/10014430616
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George; Psychoyios, Dimitris; Skiadopoulos, George - In: Journal of banking & finance 31 (2007) 12, pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
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The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.; Siriopoulos, Costas - In: The journal of alternative investments 14 (2011/12) 3, pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
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Volatility exchange-traded notes : curse or cure?
Alexander, Carol; Korovilas, Dimitris - In: The journal of alternative investments 16 (2013/14) 2, pp. 52-70
Persistent link: https://www.econbiz.de/10010203456
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The Federal Reserve and the bull markets : from Benjamin Strong to Alan Greenspan
Spencer, Roger W.; Huston, John H. - 2006
Persistent link: https://www.econbiz.de/10003321134
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The impact of the U.S. macroeconomic variables on the CBOE VIX Index
Prasad, Akhilesh; Bakhshi, Priti; Seetharaman, Arumugam - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as … macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock …, classification problems from machine learning are constructed to predict the daily and weekly trends of the VIX Index. Data from May …
Persistent link: https://www.econbiz.de/10013163867
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991