Intermediate volatility forecasts using implied forward volatility : the performance of selected agricultural commodity options
Thorsten M. Egelkraut and Philip Garcia
| Year of publication: |
2006
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|---|---|
| Authors: | Egelkraut, Thorsten Michael ; García, Philip |
| Published in: |
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association. - Bozeman, Mont. [u.a.], ISSN 1068-5502, ZDB-ID 1121874-5. - Vol. 31.2006, 3, p. 508-528
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| Subject: | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Feldfrucht | Crops | USA | United States | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003416262