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