Results 101 to 110 of about 3,614,788 (171)
, 2014 This study integrates CBOE VIX Term Structure and VIX futures to simplify VIX option pricing in multifactormodels. Exponential and hump volatility functions with one- to three-factor models of the VIX evolutionare used to examine their pricing for VIX ...
Yueh-Neng Lin
core
Understanding expectations formation for hand‐to‐mouth households: lessons from the financial crisis
The Scandinavian Journal of Economics, Volume 128, Issue 4, Page 860-897, October 2026.Abstract We study how poor hand‐to‐mouth and wealthy hand‐to‐mouth households in the United States form their expectations as compared to unconstrained households. To do so, we use monthly household data for the period 2005:2 to 2013:6 with information on the exact survey day for each household within a month.
Tufan Ekici +2 more
wiley +1 more source
The Influence of VIX Index in Taiwan Wealth Management Industry
, 2015 VIX Index was established by Chicago Board Options Exchange (CBOE) 1993 order to react how much of the wave was predicted by investors in stock market.
Huang, Huang-yao
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EconomiesComprehending intermarket relationships among asset classes/commodities and the changing dynamics among the gold, bitcoin, and oil markets under high or low-volatility indexes is now imperative for investors.
Siddhartha S. Bannerjee +3 more
doaj +1 more source
Geophysical Research Letters, Volume 53, Issue 18, 28 September 2026.Abstract Magnetic holes (MHs) are magnetic structures characterized by a depression of magnetic field strength and have been frequently observed around dipolarization fronts (DFs), which are characterized by the increase in the magnetic field Bz. Both MHs and DFs are potential contributors to the formation of electron anisotropy.
Y. Y. Wei +5 more
wiley +1 more source
Tracking Climate and Environmental Attention: A News‐Based Composite Index
Corporate Social Responsibility and Environmental Management, Volume 33, Issue 5, Page 7095-7123, September 2026.ABSTRACT This study introduces the Climate and Environmental Attention Index, a composite indicator that tracks media attention to climate and environmental issues. Based on the Semantic Brand Score, the proposed index extracts significant signals from unstructured text, going beyond traditional measures of word frequency and sentiment.
Gianna Figà‐Talamanca +3 more
wiley +1 more source
The Impact of Uncertainty on Forecasting the US Economy
Journal of Forecasting, Volume 45, Issue 6, Page 2703-2734, September 2026.ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley +1 more source
Smart Molecules, Volume 4, Issue 3, September 2026.Data‐driven descriptors indicate that elements such as I, Te, In, Sn, Sb, Cs and Bi have positive impact on EUV sensitivity in photoresists, whereas elements like C and H exhibit negative contributions. Abstract The rational design of high‐sensitivity photoresists for extreme ultraviolet (EUV) lithography is hindered by the lack of quantitative ...
Jiyuan Liu +3 more
wiley +1 more source
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options [PDF]
In 2003, the Chicago Board Options Exchange (CBOE) made two key enhancements to the volatility index (VIX) methodology based on S&P options. The new VIX methodology seems to be based on a complicated formula to calculate expected volatility.
Michael McAleer +1 more
core
An Empirical Study on Price Discovery between VIX Futures and VIX Exchange Trading Products
This study uses the modified information share (MIS) approach of Lien and Shrestha (2009) to measure relative price discovery ability between VIX futures and VIX ETPs (VXX and VIXY) during 2012 to 2016.
洪瑞成;邱建良;葉宗翰
core +1 more source