Kalev, Petko S.; McIver, Ron; Wallace, Damien; Wu, Zhongqun - 2023
), we examine and compare trading dynamics of SC with both WTI and Brent oil futures contracts. We use a modified volume … present descriptive results for SC trading characteristics for the three trading sub-periods (morning, afternoon, and … overnight sessions). Next, we examine the key market quality variables: price volatility, intraday trading volume, and liquidity …