A comparison of implied and realized volatility in the Nordic power forward market
Ole Henrik Birkelund, Erik Haugom, Peter Molnár, Martin Opdal, Sjur Westgaard
| Year of publication: |
March 2015
|
|---|---|
| Authors: | Birkelund, Ole Henrik ; Haugom, Erik ; Molnár, Peter ; Opdal, Martin ; Westgaard, Sjur |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 48.2015, p. 288-294
|
| Subject: | Implied volatility | Realized volatility | Electricity | Forwards | Options | Volatilität | Volatility | Nordeuropa | Northern Europe | Derivat | Derivative | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2014.12.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011533819