Work

The forecasting accuracy of implied volatility from ECX carbon options

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2014.08.005

Authors: Svetlana Viteva, Yulia V. Veld-Merkoulova, Kevin Campbell

Institutions: Baillie Gifford (United Kingdom), Monash University, University of Stirling

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2073344015

FWCI: 4.881

Cites: 70

Cited by: 40

Related to: 10