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  • Search: subject:"Oil volatility index"
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Year of publication
Subject
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Bayesian network 2 Bayesian optimization 2 Oil volatility index 2 Quasi-Monte Carlo 2 Risiko 2 Risk 2 Volatility 2 Volatilität 2 Bayes-Statistik 1 Bayesian inference 1 Capital income 1 Commodity derivative 1 Crude oil volatility index (OVX) 1 Erdöl 1 Iran 1 Kapitaleinkommen 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Oil market 1 Oil price 1 Petroleum 1 Portfolio selection 1 Portfolio-Management 1 Risk diversification 1 Rohstoffderivat 1 Volatility feedback effect 1 Volatility-of-volatility 1 Welt 1 World 1 Ölmarkt 1 Ölpreis 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Fazelabdolabadi, Babak 2 Li, Leon 1 Miu, Peter 1
Published in...
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Financial Innovation 1 Financial innovation : FIN 1 Journal of commodity markets : JCM 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015162603
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Uncertainty and energy-sector equity returns in Iran: A Bayesian and quasi-monte Carlo time-varying analysis
Fazelabdolabadi, Babak - In: Financial Innovation 5 (2019) 1, pp. 1-20
This study investigates whether the implied crude oil volatility and the historical OPEC price volatility can impact the return to and volatility of the energy-sector equity indices in Iran. The analysis specifically considers the refining, drilling, and petrochemical equity sectors of the...
Persistent link: https://www.econbiz.de/10012602809
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Cover Image
Uncertainty and energy-sector equity returns in Iran : a Bayesian and quasi-monte Carlo time-varying analysis
Fazelabdolabadi, Babak - In: Financial innovation : FIN 5 (2019) 12, pp. 1-20
This study investigates whether the implied crude oil volatility and the historical OPEC price volatility can impact the return to and volatility of the energy-sector equity indices in Iran. The analysis specifically considers the refining, drilling, and petrochemical equity sectors of the...
Persistent link: https://www.econbiz.de/10012266585
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