An investigation into the relationship between political and country risk the implied volatility contained within oil option contracts.

Additional Metadata
Keywords	political risk; country risk; GARCH; crude oil; options contracts; implied volatility
Thesis Advisor	Versijp, PJPM
Persistent URL	hdl.handle.net/2105/66913
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Pijnacker, J. (2023, July 21). An investigation into the relationship between political and country risk the implied volatility contained within oil option contracts.. Business Economics. Retrieved from http://hdl.handle.net/2105/66913

Publication