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The information content of uncertainty indices for natural gas futures volatility forecasting
Journal of Forecasting, 2021Chao Liang, Feng Ma, Lu Wang
exaly
The Research of Volatility Smile of Chinese SSE 50ETF Index Options Based on the SABR Model
Journal of Industrial Economics and Business, 2023Moo-Sung Kim, Yanan Ma
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Can Internet Search Queries Help to Predict Stock Market Volatility?
European Financial Management, 2016Thomas Dimpfl
exaly
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Journal of Forecasting, 2019Qiang Ji, Mehmet Dogan
exaly
Forecasting realized volatility of oil futures market: A new insight
Journal of Forecasting, 2018Feng Ma, Yu Wei
exaly
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
Mathematical Finance, 2013Rama Cont, Thomas Kokholm
exaly
Market interdependence and volatility transmission among major crops
Agricultural Economics (United Kingdom), 2016Cornelis Gardebroek +2 more
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EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS
Mathematical Finance, 2017Andrea Pascucci +2 more
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PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS
Mathematical Finance, 2017Jean-pierre Fouque +1 more
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