Henrik Langeland

Norwegian University of Science and Technology (NTNU)

Trondheim NO-7491

Norway

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Scholarly Papers (1)

1.

Forecasting Volatility of the U.S. Oil Market

Number of pages: 46 Posted: 17 Nov 2015
Lillehammer University College, Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 158 (186,176)

Abstract:

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oil prices, realized volatility, implied volatility, volatility forecasting