Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Zhuzhu Wen, Ivan Indriawan, Donald Lien, and Yahua Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Wen, Zhuzhu ; Indriawan, Ivan ; Lien, Da-hsiang Donald ; Xu, Yahua |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 44.2023, 5, p. 149-171
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| Subject: | Crude oil market | EIA announcements | Intraday momentum | Return predictability | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Welt | World | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.44.4.zwen [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380659