Results 61 to 70 of about 1,687,826 (388)
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
Journal of Agricultural and Resource Economics, 2011 This paper examines returns from holding 30- and 90-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets.
Lee Brittain +2 more
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Energies, 2020 This paper aims to analyze the impact of implied volatility on the costs, break-even points (BEPs), and the final results of the vertical spread option strategies (vertical spreads).
Bartosz Łamasz, Natalia Iwaszczuk
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Mathematics, 2023 This paper studies the predictability of implied volatility indices of stocks using financial reports tone disagreement from U.S. firms. For this purpose, we build a novel measure of tone disagreement based on financial report tone synchronization of U.S.
Nicolas S. Magner +3 more
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, 2019 With option‐implied volatility indices, we identify networks of global volatility spillovers and examine time‐varying systemic risk across global financial markets. The U.S.
Zihui Yang, Yinggang Zhou, Xin Cheng
semanticscholar +1 more source
The Chebyshev Method for the Implied Volatility [PDF]
Journal of Computational Finance, 2017 The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration.
K. Glau, Paul Herold, D. Madan, C. Pötz
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Zinc(II) coordination complexes with tunable aryloxy‐imine ligands exhibit controllable supramolecular self‐assembly into hierarchical fibrous structures. Coordination‐driven stacking, not π–π interactions, enables gelation, dynamic assembly/disassembly, and enhanced nanomechanical properties.
Merlin R. Stühler +10 more
wiley +1 more source
The implicit models of the option valuation
Management Letters/Cuadernos de Gestión, 2004 Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
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Implied Volatility Changes and Corporate Bond Returns
Management Sciences, 2019 Corporate bonds with large increases in implied volatility over the past month underperform those with large decreases in implied volatility by 0.6% per month.
Jie Cao +3 more
semanticscholar +1 more source
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
The predictive power of dollar-real call optionsimplied volatility
Economia Aplicada, 2002 Previous empirical researches pointed out the relation between stress events in financial markets and implied volatility in option prices, indicating that large movements in asset prices would be preceded by significant increases in implied volatility ...
Daniel Augusto Motta
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