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Fuel cells have a promising potential use in stationary and mobile power generation systems, as well as in automotive, aerospace or marine industries. At present, the main field of marine applications of fuel cells is submarines. Hydrogen/oxygen polymer electrolyte membrane (PEM) fuel cells are...
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We suggest a methodology for the construction of a set of interest rate volatility indices for the Eurozone (EIRVIXs) based on the implied volatility quotes of caps (floors), one of the most liquid interest rate derivatives. These indices reflect the market's aggregate expectation of volatility...
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Over the last years, the Chicago Board of Options Exchange (CBOE) has launched a set of implied volatility indices based on new asset classes following the success of equity-based volatility indices. Using some of the newly created volatility indices, this study shows that evidence of implied...
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