Commodity Option Implied Volatility is the market-implied forward-looking volatility of a commodity's underlying asset price, derived from the observed prices of traded commodity options, representing the market's expectation of future price fluctuations specific to commodity derivatives.
26
Publications
829
Citations
47
Authors
37
Institutions
Publications per year
2017–2026
11
Parents
Publications
26
Di Mo, Rakesh Gupta, Bin Li et al. · Economic Modelling · 2017 · 80 citations
1–5 of 26
Authors
47
- AT
2
h-index
- GD
2
h-index
- MRMichael R. Thomsen
University of Arkansas at Fayetteville, United States
1 publications · 15 citations
2
h-index
- MR
2
h-index
- AMAndrew M. McKenzie
University of Arkansas at Fayetteville, United States
1 publications · 15 citations
2
h-index
1–5 of 47
Institutions
37
ICMA Centre
Reading, United Kingdom
2 h-index
3 publications
191 citations
University of Arkansas at Fayetteville
Fayetteville, United States
2 h-index
3 publications
45 citations
WHU – Otto Beisheim School of Management
Vallendar, Germany
2 h-index
4 publications
276 citations
Athens University of Economics and Business
Athens, Greece
2 h-index
4 publications
96 citations
University of Reading
Reading, United Kingdom
2 h-index
3 publications
191 citations
University of Illinois Urbana-Champaign
Urbana, United States
2 h-index
2 publications
49 citations
University of Guelph
Guelph, Canada
1 h-index
1 publications
11 citations
Leibniz University Hannover
Hanover, Germany
1 h-index
1 publications
53 citations
1–8 of 37
Venues
- Journal of Futures Markets
8 publications · 270 citations
8
h-index
- Journal of Banking & Finance
3 publications · 172 citations
3
h-index
- Economic Modelling
2 publications · 93 citations
2
h-index
- Energy Economics
2 publications · 39 citations
2
h-index
- American Journal of Agricultural Economics
2 publications · 66 citations
2
h-index
1–5