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International stock market cointegration under the risk-neutral measure

Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: International review of financial analysis 47 (2016), pp. 243-255

Persistent link: https://www.econbiz.de/10011624161

International oil market risk anticipations and the cushing bottleneck : option-implied evidence

Gagnon, Marie-Hélène; Power, Gabriel J. - In: The energy journal 41 (2020) 6, pp. 255-280

Persistent link: https://www.econbiz.de/10012547136

The sum of all fears : forecasting international returns using option-implied risk measures

Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014248207

Forecasting Market Index Volatility Using Ross-Recovered Distributions

Gagnon, Marie-Hélène - 2020

Ross (2015) shows that options data can reveal the market's true expectations. Adapting this approach to index options (S&P, FTSE, CAC, SMI and DAX), we separate option-implied volatility into Ross-recovered true expected volatility and a risk preference factor. We investigate whether these...

Persistent link: https://www.econbiz.de/10012851207

Time horizon-specific hedging in commodity markets

Power, Gabriel J.; Turvey, Calum Greig - In: Financial hedging, (pp. 245-254). 2009

Persistent link: https://www.econbiz.de/10008799125

Does financial development improve economic growth? : The role of asymmetrical relationships

Shveta Singh; Arya, Vandana; Yadav, Miklesh Prasad; … - In: Global finance journal 56 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014478907