Results 241 to 250 of about 33,734 (264)

Oil implied volatility and expected stock returns along the worldwide supply chain

Energy Economics, 2022
Chenchen Li, Chongfeng Wu
exaly  

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

Resources Policy, 2020
Zhenhua Liu
exaly  

The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions

Energy Economics, 2023
exaly  

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

North American Journal of Economics and Finance, 2020
Zhifeng Dai, Fenghua Wen
exaly  

Whose sentiment explains implied volatility change and smile?

Finance Research Letters, 2023
Doojin Ryu, Doowon Ryu, Heejin Yang
exaly  

The Implied Volatility Surface

2006
openaire   +1 more source

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Treasury yield implied volatility and real activity

Journal of Financial Economics, 2021
exaly  

Jump risk, stock returns, and slope of implied volatility smile

Journal of Financial Economics, 2011
Shu Yan
exaly