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|Title:||The Financialization of Crude Oil Options: An Analysis of the Effects of S&P 500 Implied Volatility on Crude Options Pricing|
|Abstract:||This study analyzes the effects and prevalence of financialization within the sphere of crude oil options. By applying the logic and methods of studies done on the topic of futures, I examine the relationships between equity options and crude oil options to what extent do they track each other and explore possible causes and sensitivities. This study finds a clear relationship between the two markets, but notes the constantly evolving strength of correlation depending on the idiosyncratic nature of the current economic period examined.|
|Type of Material:||Princeton University Senior Theses|
|Appears in Collections:||Economics, 1927-2016|
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|Economics_Senior_Thesis_Submission_Click_Here_To_Submit_rh8_attempt_2016-04-13-02-49-17_The_Financialization_of_Crude_Oil_Options.pdf||834.97 kB||Adobe PDF||Request a copy|
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