Volatility Forecasts Embedded in the Prices of Crude-Oil Options

Keyphrases

• Crude Oil 100%
• Volatility Forecast 100%
• Volatility Index 100%
• Popular 50%
• Loss Function 50%
• Return Volatility 50%
• Chicago 50%
• Forecast Error 50%
• Regression-based Method 50%
• Realized Volatility Models 50%
• Corridor Implied Volatility 50%
• Option-implied Volatility 50%
• VIX Index 50%
• Option Contract 50%
• Volatility Timing 50%
• Crude Oil Returns 50%
• Model-free Volatility 50%

Economics, Econometrics and Finance

• Volatility 100%
• Price 100%
• Returns Volatility 16%
• Option Contract 16%