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~institution:"Agricultural and Applied Economics Association - AAEA"
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Implied Volatility
1
Research Methods/ Statistical Methods
1
Risk and Uncertainty
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Structural Change
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Volatility Spillovers
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convenience yield
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implied volatility
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supply of storage
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Goodwin, Barry K.
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Roberts, Matthew C.
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Zhao, Jieyuan
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Zhou, Haijiang
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Zulauf, Carl R.
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Agricultural and Applied Economics Association - AAEA
School of Economics and Management, University of Aarhus
19
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
10
Université Paris-Dauphine (Paris IX)
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C.E.P.R. Discussion Papers
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Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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EconWPA
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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HAL
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National Centre for Econometric Research (NCER)
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School of Economics and Political Science, Universität St. Gallen
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Economics Department, Queen's University
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European Central Bank
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Luxembourg School of Finance, Faculté de droit, d'économie et de finance
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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University of Bonn, Germany
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Université Paris-Dauphine
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Department of Econometrics and Business Statistics, Monash Business School
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Duke University, Department of Economics
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Econometric Society
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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Graduate School of Economics, Osaka University
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Henley Business School, University of Reading
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2005 Annual meeting, July 24-27, Providence, RI
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2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
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Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets
Zhao, Jieyuan
;
Goodwin, Barry K.
-
Agricultural and Applied Economics Association - AAEA
-
2011
Replaced with revised version of paper 07/22/11 and 2/14/2012.
Persistent link: https://www.econbiz.de/10009021205
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2
Updating the Estimation of the Supply of Storage Model
Zulauf, Carl R.
;
Zhou, Haijiang
;
Roberts, Matthew C.
-
Agricultural and Applied Economics Association - AAEA
-
2005
convenience yield, and a curvilinear relationship between stocks-to-use ratio and
implied
volatility
. …
Persistent link: https://www.econbiz.de/10005327354
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