On the volatility-volume relationship in energy futures markets using intraday data
Year of publication: |
2012
|
---|---|
Authors: | Chevallier, Julien ; Sévi, Benoît |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 6, p. 1896-1909
|
Subject: | Trading volume | Price volatility | Crude oil futures | Natural gas futures | Realized volatility | Realized semivariance | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Erdgas | Natural gas | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Warenbörse | Commodity exchange |
-
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano, (2019)
-
Meher, Bharat Kumar, (2020)
-
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji, (2022)
- More ...
-
A Fear Index to Predict Oil Futures Returns
Chevallier, Julien, (2013)
-
Chevallier, Julien, (2009)
-
Chevallier, Julien, (2009)
- More ...