Causality in variance and the type of traders in crude oil futures
Year of publication: |
2005
|
---|---|
Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 27.2005, 3, p. 527-539
|
Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Handelsvolumen der Börse | Trading volume | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Theorie | Theory | 1990-2000 |
-
Go, You-How, (2016)
-
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien, (2012)
-
Ye, Shiyu, (2016)
- More ...
-
Linkages among agricultural commodity futures prices : some further evidence from Tokyo
Bhar, Ramaprasad, (2006)
-
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad, (2007)
-
Component structures of agricultural commodity futures traded on the Tokyo grain exchange
Bhar, Ramaprasad, (2007)
- More ...