Results 341 to 350 of about 1,687,826 (388)

Efficient predictability of stock return volatility: The role of stock market implied volatility

, 2020
Zhifeng Dai, Huiting Zhou, Fenghua Wen, Shaoyi He   +3 more
semanticscholar   +1 more source

Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects

, 2020
Zhenhua Liu, H. Tseng, Jy-Shing Wu, Zhihua Ding   +3 more
semanticscholar   +1 more source

Implied Volatility

Financial Analysts Journal, 1995
openaire   +1 more source

Implied Volatility

2022
openaire   +1 more source

Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach

Energy Economics, 2019
Jihong Xiao, Chunyan Hu, Guangda Ouyang, Fenghua Wen   +3 more
semanticscholar   +1 more source

Closed-form implied volatility surfaces for stochastic volatility models with jumps

, 2020
Yacine Aït-Sahalia, Chenxu Li, C. Li
semanticscholar   +1 more source

The implied volatility smirk of commodity options

, 2020
Xia Jia, Xinfeng Ruan, Jin E. Zhang
semanticscholar   +1 more source

Implied volatility

2004
openaire   +2 more sources

The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy

Nature Energy, 2019
Robert K Kaufmann
exaly  

Better to give than to receive: Predictive directional measurement of volatility spillovers

International Journal of Forecasting, 2012
Kamil Yilmaz
exaly