Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 771, doi. 10.1002/fut.22591
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2025 AND VI 45 AND IP 7
Results: 10
1
2
The Dynamics of Option Volatility Smirk and Option Returns Predictability: Evidence From Chinese SSE50 ETF Options.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 705, doi. 10.1002/fut.22590
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- Publication type:
- Article
3
Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 817, doi. 10.1002/fut.22592
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- Publication type:
- Article
4
The Variance Risk Premium Over Trading and Nontrading Periods.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 752, doi. 10.1002/fut.22589
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- Publication type:
- Article
5
Does Trading Method Alignment Improve Market Efficiency? Evidence From Taiwan Single‐Stock Futures Market.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 802, doi. 10.1002/fut.22588
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- Publication type:
- Article
6
Can Storage Momentum and Its Difference of a Nonferrous Metal Predict Price Return?
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 831, doi. 10.1002/fut.22587
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- Publication type:
- Article
7
Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 685, doi. 10.1002/fut.22586
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- Publication type:
- Article
8
Commodity Futures Deliveries: Theory and Evidence From the US Corn Market.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 844, doi. 10.1002/fut.22585
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- Publication type:
- Article
9
Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 732, doi. 10.1002/fut.22584
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- Publication type:
- Article
10
Journal of Futures Markets: Volume 45, Number 7, July 2025.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 7, p. 683, doi. 10.1002/fut.22523
- Publication type:
- Article