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  • Search: subject:"Commodity implied volatility"
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Aktienindex 1 Commodity derivative 1 Commodity implied volatility 1 Copula 1 Dependence 1 Multivariate Verteilung 1 Multivariate distribution 1 Option trading 1 Optionsgeschäft 1 Rohstoffderivat 1 Scale 1 State space model 1 Stock index 1 Time series analysis 1 Volatility 1 Volatilität 1 Wavelet 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Al-Yahyaee, Khamis Hamed 1 Bouri, Elie 1 Mensi, Walid 1 Roubaud, David 1 Tiwari, Aviral Kumar 1
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Energy economics 1
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ECONIS (ZBW) 1
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The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139
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