Predicting Implied Volatility in the Commodity Futures Options Markets
Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option. Such knowledge enhances their ability to accurately forecast volatility embedded in these high risk option. This...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2003-02-01
|
| Series: | International Journal of Banking and Finance |
| Online Access: | https://www.scienceopen.com/document?vid=683aa8ca-9c96-44c2-a185-eddfc65f7a16 |