Open AccessThe Information Content of Implied Volatility in the Crude Oil and Natural Gas Markets
Publication year - 2017
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v17i9.893
Subject(s) - volatility (finance) , crude oil , natural gas , economics , implied volatility , fossil fuel , financial economics , volatility smile , oil price , monetary economics , econometrics , petroleum engineering , chemistry , engineering , organic chemistry