Results 281 to 290 of about 9,634 (299)

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Energy Economics, 2012
Perry Sadorsky
exaly  

Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe

Finance Research Letters, 2020
Adam Zaremba, Renatas Kizys, David Y Aharon   +2 more
exaly  

Forward Equations and Local Volatility Calibration

2017
Huge, Brian, Danske Bank
openaire   +1 more source

Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Journal of Finance, 2013
Jessica A Wachter
exaly  

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Torben G Andersen, Tim Bollerslev
exaly  

Forward Volatility and Callability

2012
openaire   +1 more source

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Economic Journal, 2009
Kamil Yilmaz
exaly  

A large source of low-volatility secondary organic aerosol

Nature, 2014
Mikael Ehn, Joel A Thornton, Einhard Kleist   +2 more
exaly  

LNG Forward Pricing Model Based on Stochastic Volatility

Advances in Applied Mathematics, 2020
openaire   +1 more source