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Volatility Forecasts Embedded in the Prices of Crude-Oil Options

20200 citationsJournal Articlegreen Open Access

Authors

Dudley Gilder · University of Nottingham

Leonidas Tsiaras · Aston University

Topics & Keywords

Market Dynamics and Volatility Capital Investment and Risk Analysis Monetary Policy and Economic Impact

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.3590281

Volatility Forecasts Embedded in the Prices of Crude-Oil Options | Researchclopedia