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Dennis Bams

prof. dr.

20172017
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Personal profile

External positions

Maastricht University

Fingerprint Dive into the research topics where Dennis Bams is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Stock market Business & Economics
Gold price Business & Economics
Oil prices Business & Economics
Implied volatility Business & Economics
Industry Business & Economics
Value at risk Business & Economics
Price uncertainty Business & Economics
Oil Business & Economics

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Research Output 2017 2017

Does oil and gold price uncertainty matter for the stock market?

Bams, W. F. M., Blanchard, G., Honarvar Gheysary, I. & Lehnert, T., Dec 2017, In : Journal of Empirical Finance. 44, p. 270-285 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Price uncertainty
Stock market
Gold price
Oil prices
Industry

Volatility measures and Value-at-Risk

Bams, W. F. M., Blanchard, G. & Lehnert, T., 2017, In : International Journal of Forecasting. 33, 4, p. 848-863 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

Value at risk
Implied volatility
Volatility models
Historical volatility
Volatility risk premium