Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
Year of publication: |
2015
|
---|---|
Authors: | Bjursell, Johan ; Gentle, James E. ; Wang, George H.K. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 48.2015, C, p. 336-349
|
Publisher: |
Elsevier |
Subject: | Realized variation | Bipower variation | Intraday jump statistics | Energy futures price | Trading volume behavior and inventory news events |
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Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
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