UiS Business School
Stavanger, 4036
Norway
University of Stavanger
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Bitcoin, cryptocurrency, diversifier, hedge, safe haven, DCC
VIX, exchange traded products, volatility, trading strategy
Google search, stock returns
cryptocurrency, Bitcoin crash, commodities, energy commodities, diversifier, hedge, safe haven
ESG (Environmental, Social, Governance), Sentiment, Social Media
Bitcoin, price discovery, information share
Bitcoin, Return, Volatility, Trading Volume, Google Searches
oil prices, realized volatility, implied volatility, volatility forecasting
volatility, high, low, range, GARCH
volatility, high, low, range
Implied volatility, OBX index, VIX, volatility forecasting, leverage effect
tax-adjusted discount rates, tax shields, risky debt, cost of debt, personal taxes, partial default
Bitcoin, return, volatility, regimes, Bayesian change point model
realized volatility, forecasting, gold, silver, ETF
mutual funds, performance, persistence
real options, capital budgeting, survey
electricity demand, electricity consumption, electricity load, forecasting
Implied Volatility, VIX, VXX, Predictability, Comovement
Target Interest Rate, Realized Volatility, Central Banks, High-Frequency Data, Monetary Policy
price modelling, wind, solar, renewables, quantile regression
realized volatility, volatility forecasting, non-trading days
asymmetric volatility, high-frequency, realized volatility, HAR, GARCH, forecasting
oil, natural gas, volatility forecasting, high-frequency data, ETF
oil exploration, investment timing, oil price
electricity, risk premium, forward premium, futures, Nord Pool
renewable energy, investments, real options, subsidies
Implied volatility, realized volatility, electricity, forwards, options
SEOs, investment banks, fees, underpricing, bookbuilding
investments, oil and gas, political risks, financial development
SEOs, rights, announcement effects, bookbuilding
Electricity Price, Nord Pool, Forward Premium, Futures Price, Spot Price
gasoline prices, Google searches, Granger causality
Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging
Complementarity, copula, hydro, wind
Uniform auction, underpricing, profit maximizing seller
volatility, dynamic conditional correlation, high-low range, covariance forecasting, value-at-risk
emission allowances, structural breaks, uncertainty, carbon prices
Economic policies, financial market
volatility, oil market, stock market, VIX, OVX, wavelets
green certificates, renewable energy, uncertainty, real options