Results 271 to 280 of about 598,007 (315)

Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options

, 2016
Qian Han, Jufang Liang, Wu Boqiang
semanticscholar   +1 more source

Volatility Smile Trading

2023
openaire   +1 more source

The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy

Nature Energy, 2019
Robert K Kaufmann
exaly  

Volatility Smile

2011
openaire   +1 more source

Better to give than to receive: Predictive directional measurement of volatility spillovers

International Journal of Forecasting, 2012
Kamil Yilmaz
exaly  

Fixed Volatility Smiles

SSRN Electronic Journal, 2011
openaire   +1 more source

From Volatility Smile to Risk Neutral Probability and Closed Form Solution of Local Volatility Function

, 2017
S. H. Lihn
semanticscholar   +1 more source

Estimation of the year-on-year volatility and the unpredictability of the United States energy system

Nature Energy, 2018
Evan D Sherwin, Max Henrion, Inês Lima Azevedo   +2 more
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Robert J Hodrick, Yuhang Xing   +2 more
exaly  

High idiosyncratic volatility and low returns: International and further U.S. evidence

Journal of Financial Economics, 2009
Robert J Hodrick, Yuhang Xing, Xiaoyan Zhang   +2 more
exaly