• A comparison of implied and realized volatility in the Nordic power forward market 

      Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur (Journal article; Peer reviewed, 2015)
      In this paper we study implied and realized volatility for the Nordic power forward market. We create an implied volatility index with a fixed time to maturity. This index is compared to a realized volatility time series ...