Implied volatility surface predictability: The case of commodity markets

@article{Kearney2019ImpliedVS,
  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},
  year={2019}
}
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2 Citations

2 Citations

Which implied volatilities contain more information? Evidence from China

The implied volatility smirk of commodity options

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