831. Volatility model applications in China's SSE50 options market. Issue 9 (7th December 2021) Authors: Chi, Yeguang; Hao, Wenyan; Zhang, Yifei Journal: Journal of futures markets Issue: Volume 42:Issue 9(2022) Page Start: 1704 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
832. Volatility of volatility is (also) rough. Issue 5 (15th January 2019) Authors: Da Fonseca, José; Zhang, Wenjun Journal: Journal of futures markets Issue: Volume 39:Issue 5(2019) Page Start: 600 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
833. Volatility Risk Premium in Indian Options Prices. Issue 9 (13th May 2014) Authors: Garg, Sonia; Vipul Journal: Journal of futures markets Issue: Volume 35:Issue 9(2015:Sep.) Page Start: 795 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
834. Volatility Smile and One‐Month Foreign Currency Volatility Forecasts. Issue 3 (6th August 2016) Authors: Wong, Alfred Huah‐Syn; Heaney, Richard A. Journal: Journal of futures markets Issue: Volume 37:Issue 3(2017) Page Start: 286 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
835. Volatility spillovers in commodity futures markets: A network approach. Issue 12 (27th September 2021) Authors: Yang, Jian; Li, Zheng; Miao, Hong Journal: Journal of futures markets Issue: Volume 41:Issue 12(2021) Page Start: 1959 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
836. Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets. Issue 5 (4th February 2022) Authors: Dhaene, Geert; Sercu, Piet; Wu, Jianbin Journal: Journal of futures markets Issue: Volume 42:Issue 5(2022) Page Start: 868 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
837. Volatility term structures in commodity markets. Issue 4 (16th December 2019) Authors: Hollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph Journal: Journal of futures markets Issue: Volume 40:Issue 4(2020) Page Start: 527 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
838. Volatility‐managed commodity futures portfolios. Issue 2 (10th November 2020) Authors: Kang, Jangkoo; Kwon, Kyung Yoon Journal: Journal of futures markets Issue: Volume 41:Issue 2(2021) Page Start: 159 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
839. Volatility‐of‐volatility risk in the crude oil market. Issue 2 (10th October 2020) Authors: Roh, Tai‐Yong; Tourani‐Rad, Alireza; Xu, Yahua; Zhao, Yang Journal: Journal of futures markets Issue: Volume 41:Issue 2(2021) Page Start: 245 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
840. VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets. Issue 6 (2nd March 2017) Authors: Bjursell, Johan; Wang, George H. K.; Zheng, Hui Journal: Journal of futures markets Issue: Volume 37:Issue 6(2017) Page Start: 542 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗