Results 311 to 320 of about 118,948 (346)

From implied to spot volatilities

Finance and Stochastics, 2008
This paper is concerned with the relation between spot and implied volatilities. The main result is the derivation of a new equation which gives the dynamics of the spot volatility in terms of the shape and the dynamics of the implied volatility surface.
openaire   +1 more source

Neural Network–Based Financial Volatility Forecasting: A Systematic Review

ACM Computing Surveys, 2023
Wenbo Ge
exaly  

Implied Volatility

Financial Analysts Journal, 1995
openaire   +1 more source

Assessing oil price volatility co-movement with stock market volatility through quantile regression approach

Resources Policy, 2023
Muhammad Umair
exaly  

Implied Volatility

2022
openaire   +1 more source

Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching

Resources Policy, 2023
Muhammad Umair, Yessengali Oskenbayev
exaly  

Testing the fluctuations of oil resource price volatility: A hurdle for economic recovery

Resources Policy, 2022
Muhammad Umair
exaly  

Implied volatility

2004
openaire   +2 more sources

Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy

Energy Economics, 2020
David Iheke Okorie, Boqiang Lin
exaly  

Implied Variance (Implied Volatility)

2008
openaire   +1 more source