3 datasets found

Climate change is projected to increase the frequency and intensity of marine heatwaves, potentially having drastic consequences on coastal environments. To assess how heatwaves...

Climate change is expected to induce more frequent and intense extreme rainfall events in the Mediterranean region, causing increased runoff of land-derived matter into coastal...

We study the gains from using short-dated options for volatility measurement and forecasting. Using option portfolios, we estimate nonparametrically spot volatility under weak...