Results 71 to 80 of about 112,069 (297)
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
doaj
US Implied Volatility as A predictor of International Returns
Quantitative Finance and Economics, 2017 This study provides evidence of the US implied volatility’s e ect on international equitymarkets’ returns. This evidence has two main implications: i) investors may find that foreign equityreturns adjusting to US implied volatility may not provide true ...
Mehmet F. Dicle
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Dynamics of Connectedness in Clean Energy Stocks
Energies, 2020 This paper examines the dynamics of connectedness among the realized volatility indices of 16 clean energy stocks belonging to the SPGCE and the implied volatility indices of two important stock markets—the S&P 500 and the STOXX50—and two commodities ...
Fernanda Fuentes, Rodrigo Herrera
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Advanced Functional Materials, EarlyView.The PDEM‐based SIGPE provides a dynamic nanophase from Li+‐bridged molecular self‐association, enhancing electrochemical stability and facilitating uniform Li+ ion flux at the interface. This unique solvation structure results in a hetero species‐driven inorganic‐rich SEI and long‐term cycle stability, suggesting that a PFAS‐free Li+‐containing monomer
Susung Yun +5 more
wiley +1 more source
Which Chromium–Sulfur Compounds Exist as 2D Material?
Advanced Functional Materials, EarlyView.2D chromium sulfides synthesized using molecular beam epitaxy on graphene. Structural characterization reveals two novel 2D materials, Cr2S3‐2D, which lacks a direct bulk counterpart, and Cr223S${\rm Cr}_{2\frac{2}{3}}{\rm S}$4‐2D, a minimum thickness version of Cr5S6. However, attempts to synthesize CrS2 are unsuccessful. Both new 2D phases are stable
Affan Safeer +5 more
wiley +1 more source
The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods
Quantitative Finance and Economics, 2017 Measurement of volatility is of paramount importance in finance because of the effects on risk measurement and risk management. Corridor implied volatility measures allow us to disentangle the volatility of positive returns from that of negative returns,
Elyas Elyasiani +2 more
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, 2020 An implied volatility is the volatility implied by the market price of an option based on the Black Scholes option pricing model. An interest rate swaption volatility surface is a four dimensional plot of the implied volatility of a swaption as a function of strike and expiry and tenor.
openaire +2 more sources
The implied volatility of a sports game [PDF]
Journal of Quantitative Analysis in Sports, 2015 AbstractIn this paper we provide a method for calculating the implied volatility of the outcome of a sports game. We base our analysis on Stern’s stochastic model for the evolution of sports scores (Stern, H. S. 1994. “A Brownian Motion Model for the Progress of Sports Scores.”
Polson, Nicholas G, Stern, Hal S
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Advanced Functional Materials, EarlyView.A pore tuning strategy to amplify the multi‐site MOF‐SO2 interactions is proposed to achieve an enhanced trace SO2 capture and chemiresistive sensing in highly stable isostructural DMOFs by annelating benzene rings. This work provides a facile strategy to achieve tailor‐made stable MOF materials for specific multifunctional applications.
Shanghua Xing +9 more
wiley +1 more source
On the Curvature of the Bachelier Implied Volatility
RisksOur aim in this paper is to analytically compute the at-the-money second derivative of the Bachelier implied volatility curve as a function of the strike price for correlated stochastic volatility models.
Elisa Alòs, David García-Lorite
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