TY  - JOUR
AU  - Stephen M. Horan
AU  - Jeffrey H. Peterson
AU  - James Mahar
PY  - 2004/07//
TI  - Implied Volatility of Oil Futures Options Surrounding OPEC Meetings
JO  - The Energy Journal
VL  - Volume 25
DO  - 10.5547/ISSN0195-6574-EJ-Vol25-No3-6
IS  - 3
SP  - 103
EP  - 126
KW  - OPEC meetings
KW  - oil prices
KW  - volatility oil futures
KW  - NYMEX
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=1441