Results 101 to 110 of about 116,461 (347)
COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover. [PDF]
Financ Res Lett, 2022 Di M, Xu K.
europepmc +1 more source
Tracking Brazilian Exchange Rate Volatility [PDF]
This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Benjamin Miranda Tabak +2 more
core
Advanced Functional Materials, EarlyView.CsPbI₃ perovskite solar cells face stability issues due to high annealing temperatures and moisture. Butylammonium acetate (BAAc) enables stable phase formation at 160°C in ambient laboratory conditions, enhancing efficiency and stability, achieving 18.6% PCE, and maintaining over 81% efficiency after 1,000 hours of maximum power point tracking under 1
Narendra Pai +10 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A “liquid locking” strategy is proposed and implemented for scalable printing of crack‐free bassanite ceramic frameworks with interlocking microstructures to host ionic liquids as effective electrolytes for high‐temperature micro‐supercapacitors (HT‐MSCs).
Shiqian Chen +7 more
wiley +1 more source
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
core
Fast‐Responding O2 Gas Sensor Based on Luminescent Europium Metal‐Organic Frameworks (MOF‐76)
Advanced Functional Materials, EarlyView.Luminescent MOF‐76 materials based on Eu(III) and mixed Eu(III)/Y(III) show rapid and reversible changes in emission intensity in response to O2 with very short response times. The effect is based on triplet quenching of the linker ligands that act as photosensitizers. Average emission lifetimes of a few milliseconds turn out to be mostly unaffected by
Zhenyu Zhao +5 more
wiley +1 more source
Predicting Implied Volatility in the Commodity Futures Options Markets
The International Journal of Banking and Finance, 2003 Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option.
Stephen Ferris, Weiyu Guo, Tie Su
doaj
Sound Deposit Insurance Pricing Using a Machine Learning Approach
Risks, 2019 While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage.
Hirbod Assa +2 more
doaj +1 more source
Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. [PDF]
Resour Policy, 2021 Boateng E, Adam AM, Junior PO.
europepmc +1 more source
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core +1 more source