Intraday Return Predictability in the Crude Oil Market : The Role of EIA Inventory Announcements
Year of publication: |
[2021]
|
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Authors: | Indriawan, Ivan ; Lien, Donald D. ; Wen, Zhuzhu ; Xu, Yahua |
Publisher: |
[S.l.] : SSRN |
Subject: | Ölmarkt | Oil market | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3822093 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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