Would you expect mean reversion to cause the volatility of the three-month forward price of an energy

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Would you expect mean reversion to cause the volatility of the three-month forward price of an energy source to be greater than or less than the volatility of the spot price? Explain your answer.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 09:05 AM

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Would you expect mean reversion to cause the volatility of the three-month forward price of an energy

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Fundamentals of Futures and Options Markets

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