Econometric Analysis of Crude Oil Price Dynamics using Time Series of Option Prices

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Riccardo Brignone, Luca Gonzato
DOI: 10.2139/ssrn.6058895
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint