The forecasting accuracy of implied volatility from ECX carbon options
Svetlana Viteva; Yulia V. Veld-Merkoulova; Kevin Campbell
| Year of publication: |
2014
|
|---|---|
| Authors: | Viteva, Svetlana ; Veld- Merkoulova, Yulia ; Campbell, Kevin |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 475-484
|
| Subject: | Carbon options | Implied volatility | Volatility forecasting | EU Emissions Trading Scheme | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Optionsgeschäft | Option trading | 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/10010506560