2015•Energy EconomicsRequires access

A comparison of implied and realized volatility in the Nordic power forward market

Ole Henrik Birkelund, Erik Haugom, Péter Molnár, Martin Opdal, Sjur Westgaard

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Key concepts: Volatility (finance), Implied volatility, Forward volatility, Volatility risk premium, Volatility swap, Volatility smile, Economics, Realized variance

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A comparison of implied and realized volatility in the Nordic power forward market — Research Paper | ScholarLens