Implied volatility surface predictability: The case of commodity markets

  title={Implied volatility surface predictability: The case of commodity markets},
  author={Fearghal Kearney and Han Lin Shang and Lisa Sheenan},
  journal={Journal of Banking \& Finance},
2 Citations



Activation of protein C in vivo.

These studies illustrate that low levels of thrombin in vivo can activate protein C, which in turn can inhibit blood coagulation and initiate fibrinolysis by elevating circulating plasminogen activator levels.

Oral Supplementation with Branched-Chain Amino Acids Improves Survival Rate of Rats with Carbon Tetrachloride-Induced Liver Cirrhosis

Results suggest that BCAA improved survival of rats with CCl4-induced cirrhosis by preventing hypoalbuminemia and hyperammonemia without directly reducing hepatic necrosis and fibrosis.

On the spectral density and asymptotic normality of weakly dependent random fields

For weakly stationary random fields, conditions on coefficients of “linear dependence” are given which are, respectively, sufficient for the existence of a continuous spectral density, and necessary

Forecasting the Term Structure of Government Bond Yields

Despite powerful advances in yield curve modeling in the last twenty years, comparatively little attention has been paid to the key practical problem of forecasting the yield curve. In this paper we

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface

One key stylized fact in the empirical option pricing literature is the existence of an implied volatility surface (IVS). The usual approach consists of fitting a linear model linking the implied

Implied volatility functions: empirical tests

Using a sample of S and P 500 index options during the period June 1988 through December 1993, the economic significance of the implied deterministic volatility function is evaluated by examining the predictive and hedging performance of the DVF option valuation model.

ROI and multimedia training

  • Internet WWW, URL: <>. 1995.
  • 1997