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Option prices and implied volatility in the crude oil market

Year of publication

2019

Authors

Soini, Vesa-Heikki; Lorentzen, Sindre

Organizations and authors

Hanken School of Economics

Soini Vesa-Heikki

Lorentzen Sindre

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Energy economics

Volume

83

Pages

515-539

​Publication forum

55251

​Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

Yes

Other information

Fields of science

Economics

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1016/j.eneco.2019.07.011

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes