Erik Haugom

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Forecasting Spot Price Volatility Using the Short-Term Forward Curve

Number of pages: 24 Posted: 05 Dec 2010 Last Revised: 27 Jan 2011
Erik Haugom and Carl J. Ullrich
affiliation not provided to SSRN and James Madison University - College of Business
Downloads 103 (195,492)

Abstract:

Volatility forecasting, realized volatility, implied volatility, forward prices, electricity markets