Henrik Langeland

Norwegian University of Science and Technology (NTNU)

Høgskoleringen

Trondheim NO-7491, 7491

Norway

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Scholarly Papers (1)

1.

Forecasting Volatility of the U.S. Oil Market

Number of pages: 46 Posted: 17 Nov 2015
Erik Haugom, Henrik Langeland, Peter Molnár and Sjur Westgaard
Lillehammer University College, Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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Citation 10

Abstract:

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oil prices, realized volatility, implied volatility, volatility forecasting