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Oil futures volatility smiles...
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Ronn, Ehud I.
112
Bliss, Robert R.
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10
Goldberg, Robert S.
10
Tompaidis, Stathis
6
Verma, Avinash K.
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3
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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1
On the rationality of common stock return volatility
Ronn, Ehud I.
- In:
The financial review : the official publication of the …
21
(
1986
)
4
,
pp. 355-381
Persistent link: https://www.econbiz.de/10001028905
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2
A new linear programming approach to bond portfolio management
Ronn, Ehud I.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
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3
The oil futures and options markets in 2020 : the "message from markets"
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150030-1-2150030-23
Persistent link: https://www.econbiz.de/10012805139
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4
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
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5
Commodity market indicators of a 2023 Texas winter freeze
Ronn, Ehud I.
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014276096
Saved in:
6
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
7
Nonadditive preferences and the marginal prospensity to consume
Ronn, Ehud I.
- In:
The American economic review
78
(
1988
)
1
,
pp. 216-223
Persistent link: https://www.econbiz.de/10001047365
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8
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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9
A simple model for time-varying expected returns on the S&P 500 Index
Doran, James S.
;
Ronn, Ehud I.
;
Goldberg, Robert S.
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 47-72
Persistent link: https://www.econbiz.de/10003862671
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10
The impact of large changes in asset prices on intra-market correlations in the domestic and international markets
Ronn, Ehud I.
;
Sayrak, Akin
;
Tompaidis, Stathis
- In:
The financial review : the official publication of the …
44
(
2009
)
3
,
pp. 405-436
Persistent link: https://www.econbiz.de/10003879763
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