Dynamic Interactions between the Limit Order Book and Option Implied Volatiles

Conference presentation

V Haller, JME Pennings, PMM Debie and AAT Barrera

Commodity and Energy Markets Association (CEMA) Annual Conference 2025

01/01/2025

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Title: Dynamic Interactions between the Limit Order Book and Option Implied Volatiles
Creators: V Haller
JME Pennings
PMM Debie
AAT Barrera
Conference: Commodity and Energy Markets Association (CEMA) Annual Conference 2025
Identifiers: 997012840801851
Academic Unit: Agricultural Economics and Rural Sociology
Language: English
Resource Type: Conference presentation