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. - Elsevier, ISSN 0140-9883. - Vol. 34.2012, 6, p. 1896-1909
|
Publisher: |
Elsevier |
Subject: | Trading volume | Price volatility | Crude oil futures | Natural gas futures | Realized volatility | Realized semivariance |
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