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Forecasting volatility of the US oil market

Haugom, Erik; Langeland, Henrik; Molnár, Peter; … - In: Journal of banking & finance 47 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10010506517

A comparison of implied and realized volatility in the Nordic power forward market

Birkelund, Ole Henrik; Haugom, Erik; Molnár, Peter; … - In: Energy economics 48 (2015), pp. 288-294

Persistent link: https://www.econbiz.de/10011533819

Forecasting Volatility of the U.S. Oil Market

Haugom, Erik - 2015

We examine the information content of the CBOE Crude Oil Volatility Index (OVX) when forecasting realized volatility in the WTI futures market. Additionally, we study whether other market variables, such as volume, open interest, daily returns, bid-ask spread and the slope of the futures curve,...

Persistent link: https://www.econbiz.de/10013011882

Properties of range-based volatility estimators

Molnár, Peter - In: International review of financial analysis 23 (2012), pp. 20-29

Persistent link: https://www.econbiz.de/10009690136

High-low range in GARCH models of stock return volatility

Molnár, Peter - In: Applied economics 48 (2016) 49/51, pp. 4977-4991

Persistent link: https://www.econbiz.de/10011641414

Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies

Fiszeder, Piotr; Małecka, Marta; Molnár, Peter - In: Economic modelling 141 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015191454

Oil market volatility and stock market volatility

Bašta, Milan; Molnár, Peter - In: Finance research letters 26 (2018), pp. 204-214

Persistent link: https://www.econbiz.de/10012005675

Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?

Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011896310

Implied volatility index for the Norwegian equity market

Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141

Persistent link: https://www.econbiz.de/10011624091

Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland

Lyócsa, Štefan; Molnár, Peter; Fedorko, Igor - In: Finance a úvěr 66 (2016) 5, pp. 453-475

Persistent link: https://www.econbiz.de/10011582491