Scholar4AI Updated 2026-10-26 11:39 UTC+09:00

Options and volatility data

0 papers in the last 7 days · 2 of its 3 datasets mentioned

← Most-used data

Option prices and implied volatilities, and volatility indices such as the VIX.

Key findings

  • Datasets in the category “Options and volatility data” were mentioned in 16 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #9 of the 49 data categories mentioned.
  • The most-mentioned were VIX (16) and OVX (crude oil volatility index) (2).
  • By journal category: Finance (12), Economics (3) and AI (1).
  • Most of them appeared in International Review of Economics & Finance (3), The North American Journal of Economics and Finance (2) and Journal of Economics and Finance (1).

Datasets

Datasets in this category · 2026-09-27 – 2026-10-26 (30 days)
DatasetPapersLast 7 daysNames searched for
VIX160VIX, CBOE Volatility Index, Cboe Volatility Index
OVX (crude oil volatility index)20OVX, oil volatility index
OptionMetrics00OptionMetrics, Ivy DB
Papers mentioning these datasets, newest first.
DateTitleJournalAuthorsAffiliationsDatasets mentioned
2026-10-17The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regimeJournal of Economics and FinanceSayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al.Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; …VIX
2026-10-16Resilient or unstable? Real rate regimes in emerging marketsEmpirical EconomicsTürker BATMAZ, Alper Gormus, Elif Hilal NazlıoğluBalıkesir University; Coastal Carolina University; Pamukkale UniversityVIX
2026-10-16The magnificent seven and bitcoin: Time-varying predictability, dynamic conditional correlation, and multi-scale co-movementInternational Review of Economics & FinanceFuzuli Aliyev, Neman Eylasov, Nijat GasimADA University; Azerbaijan University of Languages; Baku Engineering University; …VIX
2026-10-13Climate disclosure and risk premium in the European bond marketEurasian economic review :Matteo Mazzarano, Gianni Guastella, Stefano Pareglio et al.Università Cattolica del Sacro Cuore; Athens University of Economics and Business; University of Bologna; …VIX
2026-10-12Beyond words: FOMC text, voice, and facial tone in crypto marketsInternational Review of Financial AnalysisYhlas SovbetovIstanbul Aydın UniversityVIX
2026-10-08Is the relationship between climate policy uncertainty and cash holding nonlinear?The North American Journal of Economics and FinanceAugustinos I. Dimitras, Efstathios Magerakis, George PeppasHellenic Open UniversityVIX, OVX (crude oil volatility index)
2026-10-07Testing for dominance in risk transmission mechanisms towards the European energy marketFinance research lettersJone Ascorbebeitia, Eva Ferreira, Susan OrbeUniversity of the Basque CountryVIX, OVX (crude oil volatility index)
2026-10-06Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectationsJournal of International Money and FinanceMaxime L. D. Nicolas, François Sicard, Marion Labouré et al.University College London; Deutsche Bank (United Kingdom)VIX
2026-10-06Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagationInternational Review of Economics & FinanceMd Tanvir HasanUniversity of Dhaka; University of GlasgowVIX
2026-10-03International spillovers of the US–China trade war 2.0: The case of Asian stock marketsInternational Review of Economics & FinanceWojciech Grabowski, Ewa Stawasz‐GrabowskaUniversity of ŁódźVIX
2026-10-03Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA FuturesComputational EconomicsJan Maciejowski, Manuele LeonelliIE UniversityVIX
2026-10-01India VIX regime-conditional directional prediction of bank nifty: a stacking ensemble approachNeural Computing and ApplicationsPrakash Ukhalkar, Ravikant Zirmite, Manasi BhateVIX
2026-10-01Unveiling volatility networks: asymmetric shock transmission across global financial marketsThe North American Journal of Economics and FinanceYüksel İltaş, Fatih GÜZEL, Ümit BulutAhi Evran UniversityVIX
2026-09-29The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPsResearch in International Business and FinanceBorja Amor Tapia, Paula Castro, María Teresa Tascón FernándezUniversidad de LeónVIX
2026-09-29The 52-week high liquidity mirage: How behavioral convergence impairs price discoveryJournal of Banking & FinanceJoshua Della Vedova, Mingze Gao, Andrew R. Grant et al.Macquarie University; The University of Sydney; University of San DiegoVIX
2026-09-28Capital asset pricing model with size factor and normalizing by volatility indexAnnals of FinanceAbraham Atsiwo, Andrey SarantsevUniversity of Nevada, RenoVIX