Blar i Institutt for industriell økonomi og teknologiledelse på tidsskrift "Journal of Banking & Finance"
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Forecasting volatility of the U.S. oil market
(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 ...