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Displaying assets from 1 to 30 out of 21

/assets?dynamic_filters%5Barticle_title%5D=The+implied+volatility+smirk+of+commodity+options&template=grid

- Identifier
- fut22161-fig-0002
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description UNG IV smirks on December 27, 2017. This figure illustrates UNG market and fitted IV curves for 10 different times to maturity terms (9, 16, 23, 30, 37, 51, 114, 205, 387, and 751 days) on December...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0010
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0005
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Constant maturity IV dynamics: Crude oil. This figure shows dynamics of the 30‐ and 180‐day constant maturity estimate ATM IV, slope, and curvature and the difference of the 180‐ and 30‐day factors...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0009
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0001
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0001
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description USO IV smirks on December 27, 2017. This figure illustrates USO market and fitted IV curves for 10 different times to maturity terms (23, 30, 37, 51, 79, 114, 205, 296, 387, and 751 days) on...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0003
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0004
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0002
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0007
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Constant maturity IV dynamics: Gold. This figure shows dynamics of the 30‐ and 180‐day constant maturity estimate ATM IV, slope, and curvature and the difference of the 180‐ and 30‐day factors in...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0005
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0006
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description The implied volatility smirk of commodity optionsJIA et al. - Journal of Futures MarketsJ Futures Markets vol. 41, January 2021
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0007
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0009
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Constant maturity IV dynamics in four commodity markets. This figure represents the 30‐day constant maturity dynamics of the estimated ATM IV, the slope, and the curvature for crude oil, natural...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0008
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0008
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Constant maturity IV dynamics: Silver. This figure shows dynamics of the 30‐ and 180‐day constant maturity estimate ATM IV, slope, and curvature and the difference of the 180‐ and 30‐day factors in...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0006
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Constant maturity IV dynamics: Natural gas. This figure shows dynamics of the 30‐ and 180‐day constant maturity estimate ATM IV, slope, and curvature and the difference of the 180‐ and 30‐day...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-tbl-0011
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Table
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0004
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description SLV IV smirks on December 27, 2017. This figure illustrates SLV market and fitted IV curves for 15 different times to maturity terms (9, 16, 23, 30, 37, 51, 79, 92, 114, 184, 205, 275, 296, 387,...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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- Identifier
- fut22161-fig-0003
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description GLD IV smirks on December 27, 2017. This figure illustrates GLD market and fitted IV curves for 14 different times to maturity terms (9, 16, 23, 30, 37, 51, 79, 92, 114, 170, 184, 268, 387, and 751...
Article Title: The implied volatility smirk of commodity options
Publication Title: Journal of Futures Markets

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