Results 301 to 310 of about 1,041,681 (327)

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

International Journal of Finance and Economics, 2022
Xiafei Li, Yu Wei, Xiaodan Chen
exaly  

The information content of uncertainty indices for natural gas futures volatility forecasting

Journal of Forecasting, 2021
Chao Liang, Feng Ma, Lu Wang
exaly  

Tail Risks and Volatility-of-Volatility

, 2018
Thomas Grrnthaler, Hendrik HHlsbusch
semanticscholar   +1 more source

Asymmetric Volatility and Volatility Spillovers

2016
Why indeed is volatility asymmetrical? Wholly apart from their epochal methodological contributions, providing an answer to this question may be the greatest theoretical advance traceable to time series models. This chapter will explore three distinct accounts of asymmetrical volatility.
openaire   +2 more sources

Volatility of Prices and Volatility of Dividends

1998
The theoretical model which we present in this chapter is an attempt to develop a framework of analysis sufficiently general to study the volatility of stock prices when markets are efficient but with no a priori specification on the distribution of the relevant stochastic processes. To this aim, we shift the attention from dividends to earnings and we
openaire   +2 more sources

Can Internet Search Queries Help to Predict Stock Market Volatility?

European Financial Management, 2016
Thomas Dimpfl
exaly  

Oil financialization and volatility forecast: Evidence from multidimensional predictors

Journal of Forecasting, 2019
Qiang Ji, Mehmet Dogan
exaly  

Volatile

2011
openaire   +1 more source

Forecasting realized volatility of oil futures market: A new insight

Journal of Forecasting, 2018
Feng Ma, Yu Wei
exaly  

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Mathematical Finance, 2013
Rama Cont, Thomas Kokholm
exaly