Browsing Institutt for industriell økonomi og teknologiledelse by Journals "Journal of Banking & Finance"

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    • Forecasting volatility of the U.S. oil market 

      Haugom, Erik; Langeland, Henrik Søyland; Molnar, Peter; Westgaard, Sjur (Journal article; Peer reviewed, 2014)
      We examine the information content of the CBOE Crude Oil Volatility Index (OVX) when forecasting realized volatility in the WTI futures market. Additionally, we study whether other market variables, such as volume, open ...