Speculation, Returns, Volume and Volatility in Commodities Futures Markets
Year of publication: |
2012
|
---|---|
Authors: | Bastianin, Andrea ; Manera, Matteo ; Nicolini, Marcella ; Vignati, Ilaria |
Published in: |
Review of Environment, Energy and Economics - Re3. - Fondazione ENI Enrico Mattei (FEEM). - 2012, January
|
Publisher: |
Fondazione ENI Enrico Mattei (FEEM) |
Subject: | Energy | Commodities | Futures markets | Speculation | GARCH | Market depth | Volumes |
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