LOB Information and the Prediction of Option-implied RNDs

V.P. Haller; Joost Pennings; Andres Trujillo-Barrera

LOB Information and the Prediction of Option-implied RNDs

V.P. Haller, Joost Pennings, Andres Trujillo-Barrera

Research output: Contribution to conference › Paper › Academic

Original language	English
Publication status	Published - 2022
Event	NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management - Online, St Louis, United States Duration: 19 Apr 2021 → 20 Apr 2021 https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2021_Program.pdf

Conference

Conference	NCCC-134
Country/Territory	United States
City	St Louis
Period	19/04/21 → 20/04/21
Internet address	https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2021_Program.pdf

JEL classifications

q14 - Agricultural Finance

Keywords

commodities
finance

Cite this

@conference{46a5996607b540ee9ad0fddd3acf2094,

title = "LOB Information and the Prediction of Option-implied RNDs",

keywords = "commodities, finance",

author = "V.P. Haller and Joost Pennings and Andres Trujillo-Barrera",

year = "2022",

language = "English",

note = "NCCC-134 : Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management ; Conference date: 19-04-2021 Through 20-04-2021",

url = "https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2021_Program.pdf",

}

LOB Information and the Prediction of Option-implied RNDs

Conference

JEL classifications

Keywords

Other files and links

Cite this