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subject:"Erdöl"
~isPartOf:"Macquarie economics research papers"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Working Paper"
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Erdöl
Commodity price
Estimation
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Commodity derivative
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1995-2000
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The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
Ripple, Ronald D.
;
Moosa, Imad A.
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2007
Persistent link: https://www.econbiz.de/10003583869
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Future maturity and hedging effectiveness : the case of oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
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2005
Persistent link: https://www.econbiz.de/10003206165
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Hedgers, investors and futures return volatility : the case of NYMEX crude oil
Milunovich, George
;
Ripple, Ronald D.
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2006
Persistent link: https://www.econbiz.de/10003391540
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